+992.2%
FCX vs PGR
+12,559.8%
-11,567.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.7% |
| 7D | -1.9% | -3.4% | +1.6% | -0.5% |
| 30D | +3.4% | +1.8% | +1.6% | +2.4% |
| 3M | +15.0% | +5.9% | +9.1% | +10.6% |
| 6M | +14.6% | +4.6% | +10.1% | +9.8% |
| YTD | +41.2% | +1.1% | +40.1% | +36.6% |
| 1Y | +60.4% | -6.6% | +66.9% | +59.6% |
| 3Y | +88.4% | +74.2% | +14.2% | +36.8% |
| 5Y | +115.0% | +159.5% | -44.5% | +26.2% |
| 10Y | +669.9% | +813.4% | -143.6% | +151.7% |
| All | +992.2% | +12,559.8% | -11,567.6% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling