+57.1%
FCX vs PFGC
+129.0%
-71.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | -16.3% | +16.1% | -32.5% | -22.2% |
| 3M | -12.5% | +2.4% | -14.9% | -13.9% |
| 6M | -8.0% | +15.7% | -23.7% | -15.5% |
| YTD | +20.1% | +22.3% | -2.2% | +6.8% |
| 1Y | +45.9% | +13.9% | +32.1% | +34.1% |
| 3Y | +86.2% | +80.3% | +6.0% | +32.7% |
| 5Y | +57.1% | +136.1% | -79.0% | -7.0% |
| All | +57.1% | +129.0% | -71.9% | -7.0% |
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