+102.7%
FCX vs PFGC
+63.1%
+39.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +6.1% |
| 7D | +5.7% | -2.4% | +8.2% | +6.7% |
| 30D | +10.1% | -15.8% | +25.8% | +17.5% |
| 3M | +20.2% | -0.6% | +20.8% | +19.0% |
| 6M | +29.7% | +10.7% | +19.0% | +22.3% |
| YTD | +51.9% | +7.6% | +44.3% | +44.2% |
| 1Y | +66.0% | -7.8% | +73.8% | +68.4% |
| 3Y | +102.7% | +63.7% | +39.0% | +53.8% |
| All | +102.7% | +63.1% | +39.7% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling