+84.6%
FCX vs PPG
-17.7%
+102.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.1% |
| 7D | -1.9% | -5.1% | +3.3% | +2.0% |
| 30D | +3.4% | -9.6% | +13.0% | +11.5% |
| 3M | +15.0% | -6.4% | +21.4% | +20.1% |
| 6M | +14.6% | +0.5% | +14.1% | +12.9% |
| YTD | +41.2% | +4.4% | +36.8% | +33.3% |
| 1Y | +60.4% | -0.9% | +61.3% | +57.4% |
| All | +84.6% | -17.7% | +102.3% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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