+47.5%
FCX vs PSX
+97.2%
-49.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | -0.3% | +7.8% | -8.1% | +0.5% |
| 30D | -14.7% | -10.9% | -3.8% | -16.4% |
| 3M | -11.2% | +14.5% | -25.7% | -9.2% |
| 6M | -11.4% | +56.1% | -67.5% | -4.9% |
| YTD | +17.7% | +109.6% | -91.9% | +16.9% |
| 1Y | +47.5% | +95.5% | -48.0% | +49.1% |
| All | +47.5% | +97.2% | -49.7% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling