+56.4%
FCX vs TROW
+4.9%
+51.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -2.3% | -3.2% | +0.9% | -0.5% |
| 30D | +2.7% | -4.6% | +7.3% | +5.4% |
| 3M | +7.4% | -0.7% | +8.0% | +6.7% |
| 6M | +16.0% | +22.2% | -6.2% | +2.0% |
| YTD | +40.9% | +6.6% | +34.3% | +28.9% |
| 1Y | +56.4% | +5.8% | +50.6% | +43.7% |
| All | +56.4% | +4.9% | +51.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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