+70.4%
FCX vs PM
+160.6%
-90.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.3% |
| 7D | -1.0% | -7.3% | +6.3% | +0.4% |
| 30D | -15.2% | -4.0% | -11.2% | -14.6% |
| 3M | -10.3% | +2.7% | -13.0% | -10.9% |
| 6M | +1.6% | +14.9% | -13.3% | -2.7% |
| YTD | +23.9% | +23.5% | +0.3% | +15.5% |
| 1Y | +58.0% | +30.4% | +27.7% | +44.7% |
| 3Y | +94.6% | +143.2% | -48.6% | +25.9% |
| 5Y | +70.4% | +159.5% | -89.1% | +4.3% |
| All | +70.4% | +160.6% | -90.2% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling