+430.7%
FCX vs PTC
+326.2%
+104.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | -15.2% | +0.7% | -16.0% | -15.5% |
| 3M | -10.3% | +32.6% | -42.9% | -25.1% |
| 6M | +1.6% | +33.6% | -32.0% | -17.8% |
| YTD | +23.9% | +12.4% | +11.4% | +9.1% |
| 1Y | +58.0% | +11.2% | +46.8% | +39.9% |
| 3Y | +94.6% | +31.7% | +62.9% | +49.1% |
| 5Y | +70.4% | +60.1% | +10.3% | +12.2% |
| 10Y | +430.7% | +317.2% | +113.5% | +94.2% |
| All | +430.7% | +326.2% | +104.5% | +94.2% |
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