+653.3%
FCX vs PLD
+236.1%
+417.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.7% |
| 7D | -4.9% | -2.4% | -2.5% | -3.6% |
| 30D | +4.8% | -2.4% | +7.2% | +6.3% |
| 3M | +4.6% | -3.8% | +8.4% | +6.2% |
| 6M | +10.8% | 0.0% | +10.8% | +10.2% |
| YTD | +44.2% | +9.2% | +35.0% | +35.9% |
| 1Y | +59.6% | +25.9% | +33.7% | +38.0% |
| 3Y | +82.2% | +21.3% | +60.9% | +57.5% |
| 5Y | +115.6% | +14.1% | +101.5% | +87.9% |
| All | +653.3% | +236.1% | +417.2% | +319.6% |
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