+97.6%
FCX vs PTEN
-3.1%
+100.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.0% |
| 7D | +3.1% | -1.7% | +4.8% | +3.5% |
| 30D | +8.1% | +18.6% | -10.5% | +3.5% |
| 3M | +18.9% | +12.5% | +6.5% | +14.4% |
| 6M | +26.6% | +41.9% | -15.3% | +10.7% |
| YTD | +51.2% | +117.8% | -66.6% | +13.2% |
| 1Y | +75.6% | +145.3% | -69.8% | +24.1% |
| All | +97.6% | -3.1% | +100.7% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling