+789.9%
FCX vs PPL
+1,635.0%
-845.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.3% | -7.9% |
| 7D | -12.5% | +1.0% | -13.5% | -13.0% |
| 30D | -20.0% | +6.8% | -26.9% | -22.9% |
| 3M | -16.4% | +3.9% | -20.2% | -18.4% |
| 6M | +0.8% | -2.0% | +2.9% | +0.9% |
| YTD | +15.1% | +5.3% | +9.8% | +10.1% |
| 1Y | +45.3% | +2.2% | +43.1% | +41.0% |
| 3Y | +70.9% | +56.7% | +14.2% | +28.9% |
| 5Y | +67.5% | +49.1% | +18.4% | +29.2% |
| 10Y | +483.0% | +63.6% | +419.4% | +310.1% |
| All | +789.9% | +1,635.0% | -845.0% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling