+383.2%
FCX vs PFGC
+346.1%
+37.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | -16.3% | +16.1% | -32.5% | -21.4% |
| 3M | -12.5% | +2.4% | -14.9% | -13.8% |
| 6M | -8.0% | +15.7% | -23.7% | -14.2% |
| YTD | +20.1% | +22.3% | -2.2% | +9.3% |
| 1Y | +45.9% | +13.9% | +32.1% | +36.2% |
| 3Y | +86.2% | +80.3% | +6.0% | +43.9% |
| 5Y | +57.1% | +136.1% | -79.0% | +7.6% |
| All | +383.2% | +346.1% | +37.1% | +166.5% |
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