+20.3%
PFE vs FCX
+70.0%
-49.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -4.3% | +3.1% | -7.4% | -4.4% |
| 30D | +2.7% | +8.1% | -5.4% | +2.2% |
| 3M | +10.0% | +18.9% | -8.9% | +8.8% |
| 6M | +7.2% | +26.6% | -19.4% | +5.1% |
| YTD | +17.3% | +51.2% | -33.8% | +12.0% |
| 1Y | +20.3% | +75.6% | -55.2% | +12.4% |
| All | +20.3% | +70.0% | -49.7% | +12.4% |
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