+612.2%
FCX vs PTEN
-15.6%
+627.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.3% | +3.5% | -5.7% | -3.4% |
| 30D | +2.7% | +17.5% | -14.9% | -3.1% |
| 3M | +7.4% | +12.7% | -5.3% | +1.4% |
| 6M | +16.0% | +33.1% | -17.1% | +0.4% |
| YTD | +40.9% | +116.4% | -75.5% | +1.6% |
| 1Y | +56.4% | +141.2% | -84.7% | +7.0% |
| 3Y | +84.2% | -3.8% | +88.0% | +66.7% |
| 5Y | +114.6% | +92.7% | +21.9% | +39.0% |
| All | +612.2% | -15.6% | +627.8% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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