+396.6%
FCX vs PTC
+312.8%
+83.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -15.1% | +0.9% | -16.0% | -15.4% |
| 3M | -9.6% | +30.4% | -40.0% | -23.9% |
| 6M | -3.1% | +34.4% | -37.5% | -21.8% |
| YTD | +23.4% | +12.6% | +10.9% | +8.6% |
| 1Y | +52.7% | +10.2% | +42.5% | +36.0% |
| 3Y | +91.4% | +29.4% | +62.0% | +48.3% |
| 5Y | +62.7% | +63.7% | -1.0% | +5.6% |
| All | +396.6% | +312.8% | +83.8% | +81.9% |
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