+70.4%
FCX vs PR
+219.1%
-148.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.3% |
| 7D | -1.0% | -12.4% | +11.4% | +3.7% |
| 30D | -15.2% | -6.6% | -8.7% | -13.5% |
| 3M | -10.3% | +7.5% | -17.8% | -13.4% |
| 6M | +1.6% | +10.8% | -9.2% | -3.8% |
| YTD | +23.9% | +57.0% | -33.2% | +0.2% |
| 1Y | +58.0% | +67.9% | -9.9% | +24.2% |
| 3Y | +94.6% | +87.6% | +7.0% | +43.3% |
| 5Y | +70.4% | +220.4% | -150.0% | -4.3% |
| All | +70.4% | +219.1% | -148.8% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling