+114.3%
FCX vs PTC
+6.0%
+108.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.3% | +2.6% |
| 7D | -4.9% | -10.3% | +5.4% | -0.9% |
| 30D | +4.8% | +1.1% | +3.7% | +3.8% |
| 3M | +4.6% | +1.6% | +3.0% | +2.3% |
| 6M | +10.8% | -13.5% | +24.3% | +16.2% |
| YTD | +44.2% | -19.1% | +63.3% | +55.2% |
| 1Y | +59.6% | -33.9% | +93.4% | +91.5% |
| 3Y | +82.2% | -3.9% | +86.2% | +69.3% |
| All | +114.3% | +6.0% | +108.3% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling