+724.2%
FCX vs PH
+795.7%
-71.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +8.1% | -10.3% | +18.4% | +18.6% |
| 3M | +18.9% | +5.1% | +13.9% | +12.9% |
| 6M | +26.6% | +2.3% | +24.3% | +22.4% |
| YTD | +51.2% | +8.7% | +42.5% | +38.7% |
| 1Y | +75.6% | +26.8% | +48.8% | +39.5% |
| 3Y | +101.7% | +139.2% | -37.5% | -13.0% |
| 5Y | +134.6% | +251.1% | -116.5% | -31.8% |
| 10Y | +724.2% | +812.6% | -88.4% | -17.0% |
| All | +724.2% | +795.7% | -71.5% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling