+90.2%
FCX vs PTC
-2.9%
+93.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.3% | +1.7% |
| 7D | -4.9% | -10.3% | +5.4% | -2.4% |
| 30D | +4.8% | +1.1% | +3.7% | +4.1% |
| 3M | +4.6% | +1.6% | +3.0% | +3.7% |
| 6M | +10.8% | -13.5% | +24.3% | +16.7% |
| YTD | +44.2% | -19.1% | +63.3% | +55.9% |
| 1Y | +59.6% | -33.9% | +93.4% | +91.3% |
| All | +90.2% | -2.9% | +93.0% | +55.8% |
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