+74.3%
FCX vs PR
+64.2%
+10.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.0% |
| 7D | -4.9% | -16.4% | +11.5% | +1.0% |
| 30D | -17.1% | -1.9% | -15.2% | -17.0% |
| 3M | -12.7% | +8.0% | -20.6% | -15.9% |
| 6M | -2.0% | +4.1% | -6.1% | -5.1% |
| YTD | +18.1% | +58.7% | -40.6% | -8.8% |
| 1Y | +55.2% | +75.8% | -20.7% | +13.3% |
| 3Y | +74.3% | +73.2% | +1.2% | +22.2% |
| All | +74.3% | +64.2% | +10.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling