+724.1%
FCX vs PFGC
+287.3%
+436.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 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