+66.0%
FCX vs PWR
+69.6%
-3.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +4.4% |
| 7D | +5.7% | +4.5% | +1.2% | +3.8% |
| 30D | +10.1% | -4.9% | +14.9% | +12.0% |
| 3M | +20.2% | -7.9% | +28.1% | +23.9% |
| 6M | +29.7% | +18.3% | +11.3% | +17.4% |
| YTD | +51.9% | +51.5% | +0.4% | +23.4% |
| 1Y | +66.0% | +70.3% | -4.3% | +37.9% |
| All | +66.0% | +69.6% | -3.7% | +37.9% |
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