+83.9%
FCX vs PL
+536.4%
-452.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.3% | +10.0% | -10.3% | -1.9% |
| 30D | -14.7% | -2.3% | -12.5% | -14.6% |
| 3M | -11.2% | -44.2% | +33.0% | -3.1% |
| 6M | -11.4% | -66.1% | +54.7% | +3.2% |
| YTD | +17.7% | -30.0% | +47.7% | +19.9% |
| 1Y | +47.5% | +21.0% | +26.5% | +36.6% |
| 3Y | +83.9% | +516.5% | -432.6% | +22.3% |
| All | +83.9% | +536.4% | -452.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling