+1,127.7%
PFE vs FCX
+890.2%
+237.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | 0.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +5.2% | -15.1% | +20.3% | +6.9% |
| 3M | +12.2% | -9.6% | +21.9% | +13.1% |
| 6M | +17.8% | -3.1% | +20.8% | +17.4% |
| YTD | +26.2% | +23.4% | +2.7% | +21.8% |
| 1Y | +23.2% | +52.7% | -29.5% | +16.1% |
| 3Y | +21.3% | +91.4% | -70.1% | +9.6% |
| 5Y | -23.1% | +62.7% | -85.8% | -30.7% |
| 10Y | +50.7% | +395.9% | -345.1% | +12.2% |
| All | +1,127.7% | +890.2% | +237.5% | +700.5% |
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