+61.5%
FCX vs PL
+20.8%
+40.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +0.9% |
| 7D | -4.9% | -6.8% | +1.9% | -3.9% |
| 30D | -17.1% | -29.3% | +12.2% | -12.4% |
| 3M | -12.7% | -44.8% | +32.1% | -4.1% |
| 6M | -2.0% | -68.4% | +66.4% | +16.3% |
| YTD | +18.1% | -36.4% | +54.4% | +22.0% |
| 1Y | +55.2% | +0.7% | +54.4% | +47.0% |
| 3Y | +74.3% | +455.3% | -381.0% | +11.1% |
| All | +61.5% | +20.8% | +40.7% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling