+1,101.0%
PFE vs FCX
+893.5%
+207.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.1% |
| 7D | -4.7% | -1.0% | -3.7% | -4.6% |
| 30D | +3.4% | -15.2% | +18.6% | +5.0% |
| 3M | +9.2% | -10.3% | +19.5% | +10.2% |
| 6M | +15.8% | +1.6% | +14.2% | +14.8% |
| YTD | +23.4% | +23.9% | -0.4% | +19.1% |
| 1Y | +25.8% | +58.0% | -32.2% | +18.2% |
| 3Y | +17.8% | +94.6% | -76.7% | +6.3% |
| 5Y | -20.2% | +70.4% | -90.6% | -28.5% |
| 10Y | +49.6% | +430.7% | -381.1% | +10.6% |
| All | +1,101.0% | +893.5% | +207.4% | +682.9% |
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