+1,252.4%
FCX vs PWR
+7,423.5%
-6,171.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.6% | +0.5% |
| 7D | -4.9% | -12.9% | +8.0% | -0.9% |
| 30D | -17.1% | -22.8% | +5.7% | -10.1% |
| 3M | -12.7% | -19.0% | +6.3% | -7.3% |
| 6M | -2.0% | -31.1% | +29.1% | +9.6% |
| YTD | +18.1% | +28.3% | -10.2% | +6.3% |
| 1Y | +55.2% | +22.2% | +32.9% | +41.9% |
| 3Y | +74.3% | +222.2% | -147.8% | +12.3% |
| 5Y | +71.9% | +364.2% | -292.3% | -2.3% |
| 10Y | +498.4% | +1,864.8% | -1,366.5% | +123.7% |
| All | +1,252.4% | +7,423.5% | -6,171.1% | +319.1% |
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