+1,075.1%
FCX vs PNC
+2,421.0%
-1,345.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.9% |
| 7D | +5.7% | +2.3% | +3.4% | +4.6% |
| 30D | +10.1% | -3.8% | +13.9% | +11.9% |
| 3M | +20.2% | +7.8% | +12.4% | +15.6% |
| 6M | +29.7% | +19.7% | +10.0% | +18.7% |
| YTD | +51.9% | +19.1% | +32.8% | +39.1% |
| 1Y | +66.0% | +23.1% | +42.8% | +49.5% |
| 3Y | +102.7% | +132.1% | -29.4% | +35.0% |
| 5Y | +138.9% | +52.2% | +86.6% | +92.7% |
| 10Y | +701.1% | +271.4% | +429.7% | +355.4% |
| All | +1,075.1% | +2,421.0% | -1,345.8% | +270.4% |
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