+430.7%
FCX vs PLD
+248.8%
+181.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -15.2% | +0.8% | -16.1% | -15.7% |
| 3M | -10.3% | -6.1% | -4.2% | -7.0% |
| 6M | +1.6% | -8.0% | +9.6% | +5.7% |
| YTD | +23.9% | +4.7% | +19.2% | +19.6% |
| 1Y | +58.0% | +7.2% | +50.8% | +50.4% |
| 3Y | +94.6% | +39.2% | +55.4% | +55.2% |
| 5Y | +70.4% | +1.9% | +68.5% | +58.8% |
| 10Y | +430.7% | +256.8% | +173.9% | +220.2% |
| All | +430.7% | +248.8% | +181.9% | +220.2% |
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