+612.2%
FCX vs PGR
+825.1%
-212.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | +2.7% | +4.9% | -2.3% | +0.8% |
| 3M | +7.4% | +7.6% | -0.3% | +3.2% |
| 6M | +16.0% | +8.3% | +7.8% | +10.3% |
| YTD | +40.9% | +1.7% | +39.2% | +36.9% |
| 1Y | +56.4% | -6.8% | +63.3% | +57.0% |
| 3Y | +84.2% | +73.4% | +10.8% | +31.7% |
| 5Y | +114.6% | +161.2% | -46.6% | +16.3% |
| All | +612.2% | +825.1% | -212.9% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling