+108.1%
FCX vs PSLV
+108.9%
-0.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.3% | -1.3% | -3.7% |
| 7D | -1.9% | -4.9% | +3.0% | +0.8% |
| 30D | +3.4% | -1.9% | +5.3% | +4.5% |
| 3M | +15.0% | +4.2% | +10.8% | +12.8% |
| 6M | +14.6% | -27.6% | +42.2% | +35.8% |
| YTD | +41.2% | -11.7% | +52.9% | +42.0% |
| 1Y | +60.4% | +49.3% | +11.1% | +18.8% |
| 3Y | +88.4% | +167.1% | -78.7% | +1.8% |
| 5Y | +115.0% | +151.7% | -36.6% | +19.5% |
| 10Y | +669.9% | +187.0% | +482.9% | +286.4% |
| All | +108.1% | +108.9% | -0.8% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling