+83.9%
FCX vs PWR
+247.1%
-163.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -0.3% | +11.3% | -11.6% | -4.7% |
| 30D | -14.7% | -8.9% | -5.9% | -12.3% |
| 3M | -11.2% | -10.5% | -0.7% | -8.4% |
| 6M | -11.4% | -22.2% | +10.8% | -3.4% |
| YTD | +17.7% | +42.7% | -25.0% | -2.3% |
| 1Y | +47.5% | +41.1% | +6.4% | +22.9% |
| 3Y | +83.9% | +242.7% | -158.9% | -2.2% |
| All | +83.9% | +247.1% | -163.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling