+73.3%
PANW vs FCX
+60.8%
+12.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -10.3% | -4.9% | -5.4% | -9.8% |
| 30D | -8.1% | +4.8% | -12.9% | -8.8% |
| 3M | +19.3% | +4.6% | +14.7% | +17.7% |
| 6M | +110.2% | +10.8% | +99.4% | +105.8% |
| YTD | +80.9% | +44.2% | +36.7% | +69.2% |
| 1Y | +73.3% | +59.6% | +13.7% | +57.1% |
| All | +73.3% | +60.8% | +12.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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