+100.0%
FCX vs PL
+84.9%
+15.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -4.9% | -9.3% | +4.4% | -3.3% |
| 30D | +4.8% | -18.9% | +23.7% | +8.3% |
| 3M | +4.6% | -58.4% | +63.0% | +19.5% |
| 6M | +10.8% | -30.3% | +41.1% | +13.9% |
| YTD | +44.2% | -8.1% | +52.3% | +40.7% |
| 1Y | +59.6% | +180.5% | -120.9% | +25.7% |
| 3Y | +82.2% | +444.1% | -361.9% | +17.0% |
| 5Y | +115.6% | +83.0% | +32.6% | +41.8% |
| All | +100.0% | +84.9% | +15.1% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling