+2,303.8%
FCX vs PFG
+1,015.3%
+1,288.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +1.1% |
| 7D | -4.9% | +5.5% | -10.4% | -7.8% |
| 30D | +4.8% | +2.4% | +2.4% | +3.1% |
| 3M | +4.6% | +13.6% | -9.0% | -3.1% |
| 6M | +10.8% | +27.9% | -17.1% | -3.5% |
| YTD | +44.2% | +35.6% | +8.7% | +21.4% |
| 1Y | +59.6% | +48.5% | +11.1% | +27.8% |
| 3Y | +82.2% | +66.9% | +15.4% | +38.1% |
| 5Y | +115.6% | +111.0% | +4.7% | +45.2% |
| 10Y | +670.6% | +244.5% | +426.1% | +307.8% |
| All | +2,303.8% | +1,015.3% | +1,288.5% | +476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling