+104.4%
PANW vs FCX
+17.3%
+87.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.6% | +2.0% |
| 7D | +2.0% | -1.9% | +3.8% | +2.2% |
| 30D | -11.8% | +3.4% | -15.2% | -12.6% |
| 3M | +28.6% | +15.0% | +13.6% | +24.2% |
| 6M | +104.4% | +14.6% | +89.8% | +99.9% |
| All | +104.4% | +17.3% | +87.1% | +99.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling