+701.1%
FCX vs PR
+101.2%
+599.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.1% | +5.1% |
| 7D | +5.7% | -0.6% | +6.3% | +5.9% |
| 30D | +10.1% | +17.4% | -7.3% | +6.5% |
| 3M | +20.2% | +21.8% | -1.6% | +15.0% |
| 6M | +29.7% | +27.6% | +2.1% | +22.0% |
| YTD | +51.9% | +71.4% | -19.5% | +34.3% |
| 1Y | +66.0% | +78.3% | -12.4% | +45.1% |
| 3Y | +102.7% | +85.5% | +17.3% | +74.9% |
| 5Y | +138.9% | +422.7% | -283.8% | +66.5% |
| 10Y | +701.1% | +87.1% | +613.9% | +599.2% |
| All | +701.1% | +101.2% | +599.9% | +599.2% |
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