+1,075.1%
FCX vs PNR
+1,269.7%
-194.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +8.0% | +7.0% |
| 7D | +5.7% | -3.0% | +8.8% | +7.6% |
| 30D | +10.1% | -14.9% | +25.0% | +21.1% |
| 3M | +20.2% | -19.0% | +39.2% | +34.3% |
| 6M | +29.7% | -35.9% | +65.6% | +67.0% |
| YTD | +51.9% | -43.1% | +95.1% | +108.2% |
| 1Y | +66.0% | -46.4% | +112.4% | +136.6% |
| 3Y | +102.7% | -10.8% | +113.6% | +107.4% |
| 5Y | +138.9% | -18.9% | +157.7% | +153.3% |
| 10Y | +701.1% | +64.4% | +636.6% | +466.2% |
| All | +1,075.1% | +1,269.7% | -194.5% | +368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling