+90.2%
FCX vs PWR
+201.3%
-111.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -4.9% | +3.6% | -8.5% | -6.3% |
| 30D | +4.8% | -8.6% | +13.4% | +8.5% |
| 3M | +4.6% | -13.2% | +17.8% | +10.3% |
| 6M | +10.8% | +9.9% | +0.9% | +4.6% |
| YTD | +44.2% | +48.0% | -3.8% | +19.4% |
| 1Y | +59.6% | +66.2% | -6.6% | +25.4% |
| All | +90.2% | +201.3% | -111.2% | +9.5% |
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