+35.6%
PFE vs FCX
+58.1%
-22.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | +4.6% | -6.0% | +10.6% | +4.7% |
| 30D | +12.3% | -13.6% | +25.9% | +12.8% |
| 3M | +21.2% | -6.8% | +28.0% | +21.2% |
| 6M | +21.1% | +13.2% | +7.9% | +19.8% |
| YTD | +30.0% | +24.4% | +5.6% | +25.2% |
| 1Y | +35.6% | +60.3% | -24.7% | +25.0% |
| All | +35.6% | +58.1% | -22.5% | +25.0% |
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 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