+653.3%
FCX vs PPL
+54.8%
+598.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | +2.7% | -7.5% | -6.2% |
| 30D | +4.8% | +0.5% | +4.4% | +4.3% |
| 3M | +4.6% | +0.7% | +4.0% | +3.6% |
| 6M | +10.8% | -7.6% | +18.4% | +14.3% |
| YTD | +44.2% | +1.8% | +42.4% | +40.7% |
| 1Y | +59.6% | -0.8% | +60.3% | +57.3% |
| 3Y | +82.2% | +56.9% | +25.4% | +34.3% |
| 5Y | +115.6% | +39.5% | +76.1% | +69.5% |
| All | +653.3% | +54.8% | +598.5% | +423.2% |
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