+120.0%
FCX vs PM
+752.6%
-632.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.5% |
| 7D | -4.9% | -4.9% | 0.0% | -1.9% |
| 30D | +4.8% | -3.4% | +8.2% | +6.8% |
| 3M | +4.6% | +5.2% | -0.6% | -0.7% |
| 6M | +10.8% | +3.7% | +7.1% | +4.7% |
| YTD | +44.2% | +15.8% | +28.5% | +25.8% |
| 1Y | +59.6% | +17.4% | +42.2% | +36.4% |
| 3Y | +82.2% | +116.9% | -34.7% | -5.7% |
| 5Y | +115.6% | +117.3% | -1.7% | +9.2% |
| 10Y | +670.6% | +193.8% | +476.8% | +187.4% |
| All | +120.0% | +752.6% | -632.6% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling