+69.9%
FCX vs PL
+403.1%
-333.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -10.1% | +2.6% | -5.8% |
| 7D | -12.5% | -20.5% | +8.1% | -9.1% |
| 30D | -20.0% | -38.8% | +18.7% | -13.6% |
| 3M | -16.4% | -49.1% | +32.7% | -7.3% |
| 6M | +0.8% | -69.4% | +70.2% | +19.5% |
| YTD | +15.1% | -42.3% | +57.4% | +21.1% |
| 1Y | +45.3% | -14.2% | +59.5% | +42.4% |
| All | +69.9% | +403.1% | -333.2% | +13.8% |
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