+47.5%
FCX vs PFG
+37.6%
+9.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -0.3% | +2.4% | -2.7% | -1.1% |
| 30D | -14.7% | +5.9% | -20.6% | -15.8% |
| 3M | -11.2% | -0.4% | -10.7% | -11.0% |
| 6M | -11.4% | +14.8% | -26.2% | -19.0% |
| YTD | +17.7% | +31.9% | -14.2% | -4.4% |
| 1Y | +47.5% | +38.8% | +8.7% | +13.9% |
| All | +47.5% | +37.6% | +9.9% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling