+373.5%
FCX vs PLD
+268.4%
+105.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +1.3% | -1.6% | -1.0% |
| 30D | -14.7% | -1.4% | -13.4% | -14.0% |
| 3M | -11.2% | -8.2% | -3.0% | -6.6% |
| 6M | -11.4% | -8.0% | -3.4% | -7.7% |
| YTD | +17.7% | +3.2% | +14.6% | +14.7% |
| 1Y | +47.5% | +7.0% | +40.5% | +40.5% |
| 3Y | +83.9% | +38.3% | +45.6% | +46.9% |
| 5Y | +54.0% | +0.2% | +53.8% | +44.9% |
| All | +373.5% | +268.4% | +105.2% | +177.3% |
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