+72.8%
FCX vs POET
-24.0%
+96.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.0% | -1.6% | -6.3% |
| 7D | -1.9% | +3.7% | -5.5% | -2.1% |
| 30D | +3.4% | -11.5% | +14.9% | +4.1% |
| 3M | +15.0% | -30.8% | +45.8% | +17.0% |
| 6M | +14.6% | +8.6% | +6.1% | +10.5% |
| YTD | +41.2% | +20.1% | +21.1% | +35.0% |
| 1Y | +60.4% | +35.7% | +24.7% | +51.0% |
| 3Y | +88.4% | +116.5% | -28.1% | +63.9% |
| 5Y | +115.0% | -8.4% | +123.5% | +90.9% |
| 10Y | +669.9% | +24.6% | +645.3% | +534.2% |
| All | +72.8% | -24.0% | +96.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling