+582.9%
FCX vs PFGC
+485.1%
+97.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -0.3% | +3.4% | -3.7% | -1.5% |
| 30D | -14.7% | +16.9% | -31.6% | -20.0% |
| 3M | -11.2% | +6.4% | -17.6% | -13.8% |
| 6M | -11.4% | +16.0% | -27.4% | -17.4% |
| YTD | +17.7% | +23.6% | -5.9% | +6.8% |
| 1Y | +47.5% | +16.6% | +30.9% | +36.5% |
| 3Y | +83.9% | +82.3% | +1.6% | +42.0% |
| 5Y | +54.0% | +138.7% | -84.8% | +5.5% |
| 10Y | +372.9% | +352.8% | +20.0% | +148.8% |
| All | +582.9% | +485.1% | +97.8% | +215.7% |
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