+53.6%
FCX vs PWR
+30.1%
+23.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +1.1% |
| 7D | -1.0% | -4.8% | +3.8% | -0.1% |
| 30D | -15.2% | -16.2% | +1.0% | -9.8% |
| 3M | -10.3% | -11.9% | +1.7% | -7.0% |
| 6M | +1.6% | -20.6% | +22.1% | +10.4% |
| YTD | +23.9% | +40.3% | -16.4% | +1.1% |
| All | +53.6% | +30.1% | +23.6% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling