+701.1%
FCX vs PM
+196.3%
+504.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.1% | +4.8% |
| 7D | +5.7% | -1.3% | +7.0% | +6.4% |
| 30D | +10.1% | -2.6% | +12.6% | +11.1% |
| 3M | +20.2% | +5.8% | +14.4% | +15.6% |
| 6M | +29.7% | +10.6% | +19.1% | +20.7% |
| YTD | +51.9% | +17.2% | +34.8% | +36.8% |
| 1Y | +66.0% | +17.6% | +48.3% | +48.1% |
| 3Y | +102.7% | +124.3% | -21.5% | +18.8% |
| 5Y | +138.9% | +125.1% | +13.8% | +37.7% |
| 10Y | +701.1% | +198.6% | +502.5% | +319.5% |
| All | +701.1% | +196.3% | +504.7% | +319.5% |
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