+383.2%
FCX vs PR
+83.7%
+299.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.1% |
| 7D | +4.4% | +6.7% | -2.3% | +3.0% |
| 30D | -16.3% | -6.1% | -10.2% | -15.4% |
| 3M | -12.5% | +6.9% | -19.3% | -14.0% |
| 6M | -8.0% | +14.6% | -22.6% | -11.3% |
| YTD | +20.1% | +66.1% | -46.0% | +6.4% |
| 1Y | +45.9% | +77.0% | -31.1% | +27.5% |
| 3Y | +86.2% | +93.8% | -7.6% | +59.0% |
| 5Y | +57.1% | +268.2% | -211.1% | +15.5% |
| All | +383.2% | +83.7% | +299.5% | +298.8% |
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