+71.8%
FCX vs PL
+46.6%
+25.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.5% | -9.6% | +2.4% |
| 7D | -1.0% | +10.9% | -11.9% | -2.9% |
| 30D | -15.2% | -16.4% | +1.1% | -13.0% |
| 3M | -10.3% | -39.9% | +29.7% | -3.0% |
| 6M | +1.6% | -63.2% | +64.8% | +17.5% |
| YTD | +23.9% | -27.1% | +51.0% | +25.0% |
| 1Y | +58.0% | +12.2% | +45.8% | +46.8% |
| 3Y | +94.6% | +584.3% | -489.7% | +19.5% |
| 5Y | +70.4% | +37.0% | +33.4% | +15.5% |
| All | +71.8% | +46.6% | +25.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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