+810.5%
FCX vs PNC
+2,332.9%
-1,522.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -0.3% | +3.1% | -3.4% | -1.7% |
| 30D | -14.7% | +7.6% | -22.4% | -17.6% |
| 3M | -11.2% | -8.1% | -3.0% | -7.7% |
| 6M | -11.4% | +12.6% | -24.0% | -16.6% |
| YTD | +17.7% | +15.0% | +2.8% | +9.5% |
| 1Y | +47.5% | +30.4% | +17.1% | +29.3% |
| 3Y | +83.9% | +116.1% | -32.3% | +26.6% |
| 5Y | +54.0% | +37.5% | +16.5% | +30.0% |
| 10Y | +372.9% | +205.1% | +167.8% | +189.8% |
| All | +810.5% | +2,332.9% | -1,522.4% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling