+47.5%
FCX vs PTEN
+90.8%
-43.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -1.9% |
| 7D | -0.3% | +10.6% | -10.9% | +0.1% |
| 30D | -14.7% | -4.9% | -9.8% | -15.0% |
| 3M | -11.2% | +1.4% | -12.6% | -10.8% |
| 6M | -11.4% | -7.0% | -4.4% | -12.1% |
| YTD | +17.7% | +84.8% | -67.1% | +8.5% |
| 1Y | +47.5% | +95.7% | -48.2% | +33.4% |
| All | +47.5% | +90.8% | -43.3% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling