+1,015.5%
FCX vs PHM
+4,216.5%
-3,201.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | +4.8% | -6.4% | +11.2% | +7.2% |
| 3M | +4.6% | +5.5% | -0.9% | +2.1% |
| 6M | +10.8% | -5.4% | +16.3% | +12.4% |
| YTD | +44.2% | +6.6% | +37.6% | +39.8% |
| 1Y | +59.6% | -8.8% | +68.4% | +62.7% |
| 3Y | +82.2% | +54.1% | +28.1% | +51.1% |
| 5Y | +115.6% | +144.5% | -28.9% | +48.4% |
| 10Y | +670.6% | +569.4% | +101.1% | +265.3% |
| All | +1,015.5% | +4,216.5% | -3,201.0% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling