+1,075.1%
FCX vs TROW
+4,664.4%
-3,589.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.7% | +5.5% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | +10.1% | -4.0% | +14.1% | +12.2% |
| 3M | +20.2% | +5.0% | +15.2% | +17.2% |
| 6M | +29.7% | +24.3% | +5.4% | +16.8% |
| YTD | +51.9% | +9.8% | +42.2% | +44.6% |
| 1Y | +66.0% | +6.4% | +59.5% | +60.4% |
| 3Y | +102.7% | +15.8% | +86.9% | +88.1% |
| 5Y | +138.9% | -37.3% | +176.1% | +188.1% |
| 10Y | +701.1% | +130.6% | +570.4% | +461.7% |
| All | +1,075.1% | +4,664.4% | -3,589.3% | +353.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling