+138.9%
FCX vs PFG
+110.7%
+28.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +6.4% |
| 7D | +5.7% | +6.0% | -0.3% | +0.6% |
| 30D | +10.1% | +2.2% | +7.8% | +7.6% |
| 3M | +20.2% | +10.4% | +9.8% | +9.8% |
| 6M | +29.7% | +27.8% | +1.9% | +5.2% |
| YTD | +51.9% | +33.6% | +18.3% | +18.2% |
| 1Y | +66.0% | +49.3% | +16.7% | +17.7% |
| 3Y | +102.7% | +69.7% | +33.0% | +28.8% |
| 5Y | +138.9% | +111.3% | +27.5% | +20.4% |
| All | +138.9% | +110.7% | +28.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling