+84.6%
FCX vs PNC
+129.9%
-45.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.5% | -7.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.4% |
| 30D | +3.4% | -4.4% | +7.8% | +6.0% |
| 3M | +15.0% | +5.3% | +9.7% | +10.7% |
| 6M | +14.6% | +19.6% | -4.9% | +1.5% |
| YTD | +41.2% | +19.1% | +22.1% | +24.3% |
| 1Y | +60.4% | +24.3% | +36.1% | +37.1% |
| All | +84.6% | +129.9% | -45.3% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling