+75.6%
FCX vs PTC
-39.6%
+115.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.8% |
| 7D | +3.1% | -13.6% | +16.7% | +1.8% |
| 30D | +8.1% | -14.7% | +22.8% | +6.6% |
| 3M | +18.9% | -5.9% | +24.8% | +20.0% |
| 6M | +26.6% | -21.1% | +47.7% | +30.7% |
| YTD | +51.2% | -26.0% | +77.2% | +63.7% |
| 1Y | +75.6% | -36.8% | +112.4% | +120.1% |
| All | +75.6% | -39.6% | +115.2% | +120.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling