+134.6%
FCX vs PHM
+152.6%
-17.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +3.1% | -3.9% | +7.0% | +4.6% |
| 30D | +8.1% | -8.6% | +16.7% | +11.8% |
| 3M | +18.9% | -2.9% | +21.9% | +19.5% |
| 6M | +26.6% | -5.7% | +32.3% | +28.3% |
| YTD | +51.2% | +1.9% | +49.3% | +48.0% |
| 1Y | +75.6% | -12.3% | +87.9% | +81.7% |
| 3Y | +101.7% | +50.8% | +50.9% | +60.0% |
| 5Y | +134.6% | +157.3% | -22.7% | +37.8% |
| All | +134.6% | +152.6% | -17.9% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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