+395.9%
FCX vs PLD
+269.0%
+126.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.1% |
| 30D | -15.1% | -1.8% | -13.2% | -14.1% |
| 3M | -9.6% | -6.0% | -3.6% | -6.3% |
| 6M | -3.1% | -8.4% | +5.3% | +1.1% |
| YTD | +23.4% | +4.2% | +19.2% | +19.5% |
| 1Y | +52.7% | +6.2% | +46.4% | +46.1% |
| 3Y | +91.4% | +37.0% | +54.4% | +53.9% |
| 5Y | +62.7% | +1.2% | +61.6% | +52.3% |
| 10Y | +395.9% | +272.2% | +123.7% | +193.0% |
| All | +395.9% | +269.0% | +126.8% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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