+3,722.6%
PANW vs FCX
+172.5%
+3,550.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.6% | +2.1% |
| 7D | +2.0% | -1.9% | +3.8% | +2.2% |
| 30D | -11.8% | +3.4% | -15.2% | -12.5% |
| 3M | +28.6% | +15.0% | +13.6% | +25.1% |
| 6M | +104.4% | +14.6% | +89.8% | +97.7% |
| YTD | +83.8% | +41.2% | +42.6% | +70.6% |
| 1Y | +71.5% | +60.4% | +11.2% | +55.0% |
| 3Y | +172.2% | +88.4% | +83.7% | +133.7% |
| 5Y | +332.2% | +115.0% | +217.2% | +255.4% |
| 10Y | +1,306.4% | +669.9% | +636.5% | +787.8% |
| All | +3,722.6% | +172.5% | +3,550.0% | +2,701.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling