+1.6%
PG vs FCX
+82.9%
-81.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | +0.8% | +2.7% | -1.8% | +0.9% |
| 3M | -1.3% | +7.4% | -8.7% | -1.2% |
| 6M | -3.8% | +16.0% | -19.8% | -3.9% |
| YTD | +3.6% | +40.9% | -37.3% | +3.8% |
| 1Y | -5.7% | +56.4% | -62.2% | -5.5% |
| 3Y | +1.6% | +84.2% | -82.6% | +0.1% |
| All | +1.6% | +82.9% | -81.3% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling