+724.2%
FCX vs PFG
+239.8%
+484.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | +3.1% | +3.2% | -0.1% | 0.0% |
| 30D | +8.1% | +0.9% | +7.2% | +6.6% |
| 3M | +18.9% | +7.7% | +11.2% | +10.6% |
| 6M | +26.6% | +29.0% | -2.3% | +2.0% |
| YTD | +51.2% | +32.5% | +18.7% | +18.5% |
| 1Y | +75.6% | +47.3% | +28.2% | +26.1% |
| 3Y | +101.7% | +68.2% | +33.5% | +29.7% |
| 5Y | +134.6% | +108.5% | +26.2% | +25.1% |
| 10Y | +724.2% | +241.4% | +482.8% | +121.3% |
| All | +724.2% | +239.8% | +484.4% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling