+115.0%
FCX vs PFGC
+105.5%
+9.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.2% | -6.0% |
| 7D | -1.9% | -4.8% | +3.0% | +0.3% |
| 30D | +3.4% | -17.2% | +20.6% | +12.1% |
| 3M | +15.0% | -6.3% | +21.3% | +17.4% |
| 6M | +14.6% | +8.8% | +5.8% | +9.1% |
| YTD | +41.2% | +4.9% | +36.3% | +35.7% |
| 1Y | +60.4% | -9.5% | +69.9% | +64.4% |
| 3Y | +88.4% | +59.6% | +28.8% | +45.2% |
| 5Y | +115.0% | +113.5% | +1.5% | +36.2% |
| All | +115.0% | +105.5% | +9.5% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling