+810.5%
FCX vs PHM
+4,314.9%
-3,504.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.3% | -4.1% | +3.8% | +1.2% |
| 30D | -14.7% | +16.1% | -30.9% | -19.5% |
| 3M | -11.2% | -2.5% | -8.7% | -10.9% |
| 6M | -11.4% | +12.9% | -24.3% | -16.0% |
| YTD | +17.7% | +9.0% | +8.7% | +12.6% |
| 1Y | +47.5% | +8.2% | +39.3% | +41.2% |
| 3Y | +83.9% | +58.4% | +25.4% | +50.5% |
| 5Y | +54.0% | +159.2% | -105.2% | +3.4% |
| 10Y | +372.9% | +676.9% | -304.0% | +112.5% |
| All | +810.5% | +4,314.9% | -3,504.4% | +153.4% |
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