+114.3%
FCX vs PINS
-64.0%
+178.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -4.9% | -12.0% | +7.2% | -2.5% |
| 30D | +4.8% | -12.7% | +17.5% | +7.5% |
| 3M | +4.6% | -5.5% | +10.1% | +5.0% |
| 6M | +10.8% | +5.3% | +5.6% | +8.2% |
| YTD | +44.2% | -21.2% | +65.4% | +48.5% |
| 1Y | +59.6% | -45.0% | +104.6% | +76.8% |
| 3Y | +82.2% | -26.2% | +108.5% | +84.7% |
| All | +114.3% | -64.0% | +178.3% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling