+701.1%
FCX vs PTC
+204.7%
+496.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.5% | +10.9% | +8.3% |
| 7D | +5.7% | -12.8% | +18.5% | +13.2% |
| 30D | +10.1% | -9.8% | +19.8% | +15.4% |
| 3M | +20.2% | -2.1% | +22.2% | +17.5% |
| 6M | +29.7% | -18.1% | +47.8% | +39.4% |
| YTD | +51.9% | -23.5% | +75.4% | +68.1% |
| 1Y | +66.0% | -37.4% | +103.3% | +107.5% |
| 3Y | +102.7% | -7.2% | +110.0% | +90.7% |
| 5Y | +138.9% | +2.7% | +136.2% | +104.7% |
| 10Y | +701.1% | +203.4% | +497.7% | +211.2% |
| All | +701.1% | +204.7% | +496.3% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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