+84.2%
FCX vs POET
+120.8%
-36.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.6% |
| 7D | -2.3% | +0.4% | -2.7% | -2.3% |
| 30D | +2.7% | -10.4% | +13.0% | +3.6% |
| 3M | +7.4% | -29.3% | +36.7% | +10.0% |
| 6M | +16.0% | +6.9% | +9.2% | +9.3% |
| YTD | +40.9% | +25.6% | +15.3% | +30.4% |
| 1Y | +56.4% | +49.2% | +7.3% | +41.3% |
| 3Y | +84.2% | +128.4% | -44.2% | +58.9% |
| All | +84.2% | +120.8% | -36.6% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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