+35.2%
PFE vs FCX
+707.6%
-672.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -4.3% | +3.1% | -7.4% | -4.6% |
| 30D | +2.7% | +8.1% | -5.4% | +1.7% |
| 3M | +10.0% | +18.9% | -8.9% | +7.6% |
| 6M | +7.2% | +26.6% | -19.4% | +3.7% |
| YTD | +17.3% | +51.2% | -33.8% | +10.9% |
| 1Y | +20.3% | +75.6% | -55.2% | +11.4% |
| 3Y | -1.6% | +101.7% | -103.3% | -11.9% |
| 5Y | -21.4% | +134.6% | -156.0% | -32.4% |
| 10Y | +35.2% | +724.2% | -688.9% | -13.7% |
| All | +35.2% | +707.6% | -672.4% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling