+616.1%
FCX vs PFGC
+485.3%
+130.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | -15.1% | +17.4% | -32.5% | -20.5% |
| 3M | -9.6% | -2.4% | -7.2% | -9.4% |
| 6M | -3.1% | +18.2% | -21.3% | -10.2% |
| YTD | +23.4% | +23.7% | -0.2% | +11.9% |
| 1Y | +52.7% | +15.0% | +37.7% | +42.1% |
| 3Y | +91.4% | +82.3% | +9.1% | +47.7% |
| 5Y | +62.7% | +131.9% | -69.2% | +12.7% |
| 10Y | +395.9% | +353.0% | +42.9% | +160.8% |
| All | +616.1% | +485.3% | +130.8% | +231.0% |
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 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