+386.3%
FCX vs PWR
+1,818.7%
-1,432.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.3% |
| 7D | -2.4% | -11.2% | +8.9% | +4.1% |
| 30D | -18.0% | -17.4% | -0.6% | -8.9% |
| 3M | -14.3% | -11.7% | -2.5% | -9.9% |
| 6M | -1.7% | -21.7% | +20.0% | +10.6% |
| YTD | +19.8% | +38.3% | -18.4% | -10.8% |
| 1Y | +48.6% | +29.6% | +19.1% | +15.2% |
| 3Y | +85.8% | +236.1% | -150.3% | -35.7% |
| 5Y | +72.2% | +406.3% | -334.1% | -59.9% |
| 10Y | +386.3% | +1,796.7% | -1,410.4% | -66.1% |
| All | +386.3% | +1,818.7% | -1,432.4% | -66.1% |
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