+115.8%
FCX vs PPG
-24.1%
+139.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -2.3% | -6.2% | +4.0% | +2.3% |
| 30D | +2.7% | -7.9% | +10.6% | +8.9% |
| 3M | +7.4% | -10.2% | +17.6% | +15.4% |
| 6M | +16.0% | +2.7% | +13.4% | +12.9% |
| YTD | +40.9% | +4.9% | +36.0% | +34.0% |
| 1Y | +56.4% | -3.2% | +59.6% | +57.2% |
| 3Y | +84.2% | -17.0% | +101.2% | +104.5% |
| All | +115.8% | -24.1% | +139.8% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling