+373.5%
FCX vs PSX
+368.0%
+5.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -0.3% | +7.8% | -8.1% | -4.5% |
| 30D | -14.7% | -10.9% | -3.8% | -9.4% |
| 3M | -11.2% | +14.5% | -25.7% | -19.0% |
| 6M | -11.4% | +56.1% | -67.5% | -34.0% |
| YTD | +17.7% | +109.6% | -91.9% | -28.9% |
| 1Y | +47.5% | +95.5% | -48.0% | -7.3% |
| 3Y | +83.9% | +156.2% | -72.3% | -7.2% |
| 5Y | +54.0% | +310.0% | -256.0% | -45.2% |
| All | +373.5% | +368.0% | +5.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling