+61.5%
FCX vs PH
+197.3%
-135.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.2% | +0.5% |
| 7D | -4.9% | +2.0% | -6.9% | -6.4% |
| 30D | -17.1% | -3.7% | -13.5% | -14.9% |
| 3M | -12.7% | -14.0% | +1.4% | -2.4% |
| 6M | -2.0% | +2.1% | -4.1% | -4.6% |
| YTD | +18.1% | +5.1% | +13.0% | +12.3% |
| 1Y | +55.2% | +10.9% | +44.2% | +41.6% |
| 3Y | +74.3% | +132.9% | -58.6% | -12.9% |
| All | +61.5% | +197.3% | -135.8% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling