+736.6%
FCX vs PFGC
+419.1%
+317.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -4.9% | -2.2% | -2.7% | -4.1% |
| 30D | +4.8% | -11.9% | +16.8% | +9.8% |
| 3M | +4.6% | +5.0% | -0.4% | +2.0% |
| 6M | +10.8% | +8.6% | +2.2% | +6.8% |
| YTD | +44.2% | +9.7% | +34.5% | +37.7% |
| 1Y | +59.6% | -6.3% | +65.9% | +61.2% |
| 3Y | +82.2% | +58.2% | +24.0% | +49.2% |
| 5Y | +115.6% | +110.4% | +5.2% | +55.0% |
| 10Y | +670.6% | +272.8% | +397.8% | +335.3% |
| All | +736.6% | +419.1% | +317.5% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling