+115.8%
FCX vs POET
-6.5%
+122.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.7% |
| 7D | -2.3% | +0.4% | -2.7% | -2.3% |
| 30D | +2.7% | -10.4% | +13.0% | +3.7% |
| 3M | +7.4% | -29.3% | +36.7% | +10.2% |
| 6M | +16.0% | +6.9% | +9.2% | +8.6% |
| YTD | +40.9% | +25.6% | +15.3% | +29.2% |
| 1Y | +56.4% | +49.2% | +7.3% | +39.3% |
| 3Y | +84.2% | +128.4% | -44.2% | +50.2% |
| All | +115.8% | -6.5% | +122.2% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling