+115.6%
FCX vs PSX
+1,156.9%
-1,041.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +1.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -15.1% | -8.1% | -7.0% | -11.2% |
| 3M | -9.6% | +15.9% | -25.5% | -18.6% |
| 6M | -3.1% | +49.4% | -52.4% | -26.8% |
| YTD | +23.4% | +104.7% | -81.2% | -25.9% |
| 1Y | +52.7% | +89.1% | -36.4% | -4.0% |
| 3Y | +91.4% | +151.7% | -60.3% | -4.7% |
| 5Y | +62.7% | +298.3% | -235.6% | -42.9% |
| 10Y | +395.9% | +357.1% | +38.8% | +45.9% |
| All | +115.6% | +1,156.9% | -1,041.3% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling