+643.6%
FCX vs PR
+169.5%
+474.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -4.9% | +2.9% | -7.8% | -5.4% |
| 30D | +4.8% | +18.0% | -13.2% | +1.3% |
| 3M | +4.6% | +16.9% | -12.2% | +1.1% |
| 6M | +10.8% | +28.2% | -17.4% | +4.2% |
| YTD | +44.2% | +69.3% | -25.1% | +28.0% |
| 1Y | +59.6% | +69.5% | -9.9% | +41.2% |
| 3Y | +82.2% | +81.7% | +0.6% | +58.2% |
| 5Y | +115.6% | +422.2% | -306.6% | +51.3% |
| 10Y | +670.6% | +110.4% | +560.2% | +597.3% |
| All | +643.6% | +169.5% | +474.1% | +658.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling