+115.0%
FCX vs TROW
-38.9%
+153.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -1.9% | -3.0% | +1.1% | 0.0% |
| 30D | +3.4% | -5.5% | +8.8% | +7.1% |
| 3M | +15.0% | +2.3% | +12.7% | +12.8% |
| 6M | +14.6% | +23.9% | -9.3% | -0.5% |
| YTD | +41.2% | +7.9% | +33.3% | +32.8% |
| 1Y | +60.4% | +6.1% | +54.2% | +52.5% |
| 3Y | +88.4% | +13.8% | +74.6% | +67.9% |
| 5Y | +115.0% | -38.2% | +153.2% | +178.9% |
| All | +115.0% | -38.9% | +153.9% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling