+1,075.1%
FCX vs PPG
+941.4%
+133.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +7.3% |
| 7D | +5.7% | 0.0% | +5.7% | +5.6% |
| 30D | +10.1% | -7.8% | +17.8% | +17.1% |
| 3M | +20.2% | -2.2% | +22.4% | +21.5% |
| 6M | +29.7% | +4.1% | +25.5% | +24.3% |
| YTD | +51.9% | +9.1% | +42.9% | +39.4% |
| 1Y | +66.0% | +1.0% | +65.0% | +61.2% |
| 3Y | +102.7% | -13.3% | +116.0% | +121.4% |
| 5Y | +138.9% | -19.2% | +158.1% | +167.2% |
| 10Y | +701.1% | +25.9% | +675.1% | +538.7% |
| All | +1,075.1% | +941.4% | +133.8% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling