+60.3%
FCX vs PH
+20.3%
+40.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +3.6% |
| 7D | -6.0% | -0.2% | -5.8% | -6.1% |
| 30D | -13.6% | -6.7% | -6.9% | -9.9% |
| 3M | -6.8% | -8.1% | +1.3% | -2.5% |
| 6M | +13.2% | +5.3% | +7.8% | +7.5% |
| YTD | +24.4% | +4.2% | +20.2% | +23.0% |
| 1Y | +60.3% | +19.3% | +40.9% | +62.7% |
| All | +60.3% | +20.3% | +40.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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