+74.3%
FCX vs PTC
+32.2%
+42.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | -17.1% | +0.8% | -17.9% | -17.2% |
| 3M | -12.7% | +32.1% | -44.8% | -17.1% |
| 6M | -2.0% | +42.6% | -44.6% | -9.4% |
| YTD | +18.1% | +12.0% | +6.1% | +20.0% |
| 1Y | +55.2% | +12.2% | +43.0% | +57.6% |
| 3Y | +74.3% | +31.2% | +43.1% | +25.8% |
| All | +74.3% | +32.2% | +42.2% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling