+612.2%
FCX vs PNR
+66.2%
+546.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.3% | -6.0% | +3.7% | +2.4% |
| 30D | +2.7% | -14.0% | +16.6% | +14.9% |
| 3M | +7.4% | -21.7% | +29.1% | +26.3% |
| 6M | +16.0% | -37.3% | +53.3% | +62.1% |
| YTD | +40.9% | -45.1% | +86.1% | +115.3% |
| 1Y | +56.4% | -49.1% | +105.6% | +155.2% |
| 3Y | +84.2% | -14.8% | +99.1% | +88.3% |
| 5Y | +114.6% | -21.0% | +135.6% | +128.0% |
| All | +612.2% | +66.2% | +546.0% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling