+386.3%
FCX vs PM
+242.6%
+143.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | -2.4% | -6.6% | +4.3% | +0.6% |
| 30D | -18.0% | -3.4% | -14.5% | -17.0% |
| 3M | -14.3% | +5.3% | -19.6% | -16.8% |
| 6M | -1.7% | +15.5% | -17.3% | -10.1% |
| YTD | +19.8% | +24.3% | -4.4% | +4.5% |
| 1Y | +48.6% | +29.7% | +19.0% | +26.5% |
| 3Y | +85.8% | +144.9% | -59.1% | +3.4% |
| 5Y | +72.2% | +159.0% | -86.8% | -9.0% |
| 10Y | +386.3% | +250.9% | +135.4% | +163.7% |
| All | +386.3% | +242.6% | +143.7% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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