+1,551.7%
FCX vs PWR
+8,583.6%
-7,031.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -4.9% | +3.6% | -8.5% | -6.0% |
| 30D | +4.8% | -8.6% | +13.4% | +7.7% |
| 3M | +4.6% | -13.2% | +17.8% | +9.1% |
| 6M | +10.8% | +9.9% | +0.9% | +6.1% |
| YTD | +44.2% | +48.0% | -3.8% | +24.6% |
| 1Y | +59.6% | +66.2% | -6.6% | +32.2% |
| 3Y | +82.2% | +195.1% | -112.9% | +21.6% |
| 5Y | +115.6% | +442.6% | -326.9% | +17.2% |
| 10Y | +670.6% | +2,334.2% | -1,663.7% | +171.5% |
| All | +1,551.7% | +8,583.6% | -7,031.9% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling