+386.3%
FCX vs PPL
+65.3%
+321.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -18.0% | +4.3% | -22.3% | -19.9% |
| 3M | -14.3% | +2.9% | -17.2% | -15.9% |
| 6M | -1.7% | +1.1% | -2.8% | -3.2% |
| YTD | +19.8% | +4.5% | +15.4% | +15.1% |
| 1Y | +48.6% | +0.1% | +48.5% | +45.9% |
| 3Y | +85.8% | +55.7% | +30.1% | +37.9% |
| 5Y | +72.2% | +47.6% | +24.6% | +31.0% |
| 10Y | +386.3% | +66.8% | +319.5% | +236.1% |
| All | +386.3% | +65.3% | +321.0% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling