+46.2%
PFE vs FCX
+389.5%
-343.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.5% |
| 30D | +5.3% | -18.0% | +23.3% | +7.3% |
| 3M | +10.1% | -14.3% | +24.4% | +11.5% |
| 6M | +18.0% | -1.7% | +19.8% | +17.4% |
| YTD | +25.8% | +19.8% | +6.0% | +21.8% |
| 1Y | +28.4% | +48.6% | -20.2% | +21.4% |
| 3Y | +20.9% | +85.8% | -64.9% | +9.4% |
| 5Y | -21.5% | +72.2% | -93.8% | -29.8% |
| 10Y | +46.2% | +386.3% | -340.1% | +3.7% |
| All | +46.2% | +389.5% | -343.3% | +3.7% |
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