+60.3%
FCX vs PGR
+21.4%
+38.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +2.4% |
| 7D | -6.0% | +4.1% | -10.1% | -4.3% |
| 30D | -13.6% | +10.4% | -24.0% | -9.5% |
| 3M | -6.8% | +11.4% | -18.2% | -1.8% |
| 6M | +13.2% | +17.9% | -4.7% | +24.9% |
| YTD | +24.4% | +9.8% | +14.6% | +36.9% |
| 1Y | +60.3% | +19.3% | +41.0% | +80.5% |
| All | +60.3% | +21.4% | +38.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling