+485.6%
FCX vs PPL
+62.0%
+423.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | -17.1% | +5.4% | -22.6% | -19.5% |
| 3M | -12.7% | +4.3% | -16.9% | -14.9% |
| 6M | -2.0% | -1.3% | -0.6% | -2.2% |
| YTD | +18.1% | +4.7% | +13.4% | +13.4% |
| 1Y | +55.2% | +1.3% | +53.9% | +51.4% |
| 3Y | +74.3% | +57.2% | +17.1% | +29.2% |
| 5Y | +71.9% | +48.2% | +23.7% | +31.0% |
| All | +485.6% | +62.0% | +423.6% | +312.2% |
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