+151.9%
FCX vs PSX
+1,139.4%
-987.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.9% | +4.5% | -9.4% | -7.5% |
| 30D | +4.8% | +26.6% | -21.8% | -9.9% |
| 3M | +4.6% | +39.3% | -34.7% | -16.2% |
| 6M | +10.8% | +56.8% | -46.0% | -19.5% |
| YTD | +44.2% | +101.8% | -57.6% | -11.7% |
| 1Y | +59.6% | +99.6% | -40.0% | -3.0% |
| 3Y | +82.2% | +140.3% | -58.1% | -5.7% |
| 5Y | +115.6% | +339.3% | -223.7% | -28.7% |
| 10Y | +670.6% | +369.9% | +300.7% | +125.6% |
| All | +151.9% | +1,139.4% | -987.6% | -44.2% |
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