+430.7%
FCX vs PWR
+1,915.1%
-1,484.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | -1.1% |
| 7D | -1.0% | -4.8% | +3.8% | +0.5% |
| 30D | -15.2% | -16.2% | +1.0% | -6.7% |
| 3M | -10.3% | -11.9% | +1.7% | -5.6% |
| 6M | +1.6% | -20.6% | +22.1% | +13.2% |
| YTD | +23.9% | +40.3% | -16.4% | -8.8% |
| 1Y | +58.0% | +33.0% | +25.0% | +20.3% |
| 3Y | +94.6% | +250.0% | -155.4% | -34.7% |
| 5Y | +70.4% | +404.2% | -333.8% | -60.1% |
| 10Y | +430.7% | +1,865.8% | -1,435.2% | -64.4% |
| All | +430.7% | +1,915.1% | -1,484.4% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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