+386.3%
FCX vs PLD
+254.7%
+131.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -18.0% | +0.5% | -18.5% | -18.2% |
| 3M | -14.3% | -5.5% | -8.8% | -11.4% |
| 6M | -1.7% | -8.3% | +6.6% | +2.5% |
| YTD | +19.8% | +4.3% | +15.6% | +16.0% |
| 1Y | +48.6% | +7.4% | +41.2% | +41.3% |
| 3Y | +85.8% | +37.1% | +48.8% | +49.4% |
| 5Y | +72.2% | +1.3% | +70.9% | +61.0% |
| 10Y | +386.3% | +267.4% | +118.9% | +183.5% |
| All | +386.3% | +254.7% | +131.6% | +183.5% |
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