+161.2%
PANW vs FCX
+82.9%
+78.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | -2.3% | +1.5% | -0.5% |
| 30D | -14.6% | +2.7% | -17.2% | -15.2% |
| 3M | +18.3% | +7.4% | +10.9% | +16.2% |
| 6M | +100.5% | +16.0% | +84.5% | +93.4% |
| YTD | +79.5% | +40.9% | +38.6% | +65.6% |
| 1Y | +66.7% | +56.4% | +10.3% | +49.8% |
| 3Y | +161.2% | +84.2% | +77.0% | +122.4% |
| All | +161.2% | +82.9% | +78.3% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling