+613.6%
FCX vs PSX
+384.6%
+229.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.1% |
| 7D | -1.9% | +1.5% | -3.4% | -2.7% |
| 30D | +3.4% | +15.8% | -12.4% | -5.5% |
| 3M | +15.0% | +43.0% | -28.0% | -8.4% |
| 6M | +14.6% | +61.1% | -46.4% | -17.1% |
| YTD | +41.2% | +104.5% | -63.3% | -12.9% |
| 1Y | +60.4% | +102.5% | -42.2% | -1.8% |
| 3Y | +88.4% | +133.5% | -45.1% | +1.3% |
| 5Y | +115.0% | +367.0% | -251.9% | -30.4% |
| All | +613.6% | +384.6% | +229.0% | +82.5% |
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