+701.1%
FCX vs PWR
+2,399.9%
-1,698.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +3.8% |
| 7D | +5.7% | +4.5% | +1.2% | +2.7% |
| 30D | +10.1% | -4.9% | +14.9% | +12.9% |
| 3M | +20.2% | -7.9% | +28.1% | +24.5% |
| 6M | +29.7% | +18.3% | +11.3% | +11.0% |
| YTD | +51.9% | +51.5% | +0.4% | +8.7% |
| 1Y | +66.0% | +70.3% | -4.3% | +8.0% |
| 3Y | +102.7% | +210.6% | -107.9% | -23.9% |
| 5Y | +138.9% | +456.7% | -317.8% | -47.5% |
| 10Y | +701.1% | +2,396.1% | -1,695.0% | -63.0% |
| All | +701.1% | +2,399.9% | -1,698.8% | -63.0% |
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