+115.0%
FCX vs PTEN
+89.3%
+25.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -1.9% | +2.8% | -4.6% | -2.7% |
| 30D | +3.4% | +17.6% | -14.2% | -1.8% |
| 3M | +15.0% | +8.2% | +6.8% | +10.7% |
| 6M | +14.6% | +38.1% | -23.5% | -0.9% |
| YTD | +41.2% | +117.3% | -76.1% | +3.2% |
| 1Y | +60.4% | +146.1% | -85.7% | +10.5% |
| 3Y | +88.4% | -3.0% | +91.5% | +72.3% |
| 5Y | +115.0% | +93.5% | +21.6% | +49.1% |
| All | +115.0% | +89.3% | +25.7% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling