+115.8%
FCX vs PSLV
+154.2%
-38.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -2.3% | -3.5% | +1.2% | -0.1% |
| 30D | +2.7% | -2.1% | +4.8% | +4.1% |
| 3M | +7.4% | -1.6% | +9.0% | +8.5% |
| 6M | +16.0% | -25.5% | +41.5% | +37.1% |
| YTD | +40.9% | -11.4% | +52.3% | +35.7% |
| 1Y | +56.4% | +48.6% | +7.9% | -0.2% |
| 3Y | +84.2% | +166.9% | -82.7% | -25.9% |
| All | +115.8% | +154.2% | -38.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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