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  • FCX vs PFGC✓SelectedUSD · PFGCFCX vs PFGC performance historyLatest closeAs of-0.51%09/09
Stock and ETF performance explorer

FCX vs PFGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+724.1%
PFGC return
+287.3%
Excess return
+436.8%
Maximum drawdown
-72.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPFGCExcessAlpha
1D-0.5%-1.2%+0.7%-0.1%
7D+3.1%-3.7%+6.8%+4.6%
30D+8.1%-16.0%+24.1%+15.3%
3M+18.9%-4.1%+23.1%+20.2%
6M+26.6%+8.7%+17.9%+21.8%
YTD+51.2%+6.4%+44.8%+45.9%
1Y+75.6%-8.4%+83.9%+78.8%
3Y+101.7%+61.8%+40.0%+63.3%
5Y+134.6%+108.7%+25.9%+68.6%
10Y+724.1%+298.1%+426.0%+370.6%
All+724.1%+287.3%+436.8%+370.6%

Cumulative growth

Daily Returns

Daily percentage return beside PFGC.

Daily Out/Under-Performance

Portfolio return minus PFGC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PFGC 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 PFGC 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