+134.6%
FCX vs PSX
+370.3%
-235.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +3.1% | +1.8% | +1.3% | +2.3% |
| 30D | +8.1% | +21.6% | -13.5% | -1.5% |
| 3M | +18.9% | +46.5% | -27.5% | -1.6% |
| 6M | +26.6% | +62.0% | -35.4% | -2.4% |
| YTD | +51.2% | +106.3% | -55.2% | +1.2% |
| 1Y | +75.6% | +103.0% | -27.4% | +17.2% |
| 3Y | +101.7% | +135.5% | -33.8% | +18.5% |
| 5Y | +134.6% | +368.5% | -233.9% | -14.7% |
| All | +134.6% | +370.3% | -235.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling