+494.1%
FCX vs PINS
-23.0%
+517.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | +1.7% |
| 7D | +3.1% | -13.9% | +17.0% | +6.6% |
| 30D | +8.1% | -25.0% | +33.1% | +15.3% |
| 3M | +18.9% | -16.6% | +35.5% | +22.9% |
| 6M | +26.6% | -7.0% | +33.6% | +26.6% |
| YTD | +51.2% | -29.4% | +80.6% | +59.8% |
| 1Y | +75.6% | -49.9% | +125.5% | +100.4% |
| 3Y | +101.7% | -33.6% | +135.4% | +107.7% |
| 5Y | +134.6% | -66.8% | +201.5% | +165.7% |
| All | +494.1% | -23.0% | +517.1% | +274.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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