+386.3%
FCX vs PR
+65.1%
+321.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.4% |
| 7D | -2.4% | -9.5% | +7.1% | -0.4% |
| 30D | -18.0% | -5.7% | -12.3% | -17.1% |
| 3M | -14.3% | +3.0% | -17.3% | -15.1% |
| 6M | -1.7% | +11.8% | -13.5% | -4.7% |
| YTD | +19.8% | +58.5% | -38.6% | +7.2% |
| 1Y | +48.6% | +69.9% | -21.2% | +31.0% |
| 3Y | +85.8% | +84.9% | +0.9% | +60.2% |
| 5Y | +72.2% | +246.4% | -174.2% | +28.2% |
| 10Y | +386.3% | +70.3% | +316.0% | +306.8% |
| All | +386.3% | +65.1% | +321.2% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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