+52.7%
FCX vs PLD
+7.1%
+45.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.8% | -1.0% | +0.2% | -0.2% |
| 30D | -15.1% | -1.8% | -13.2% | -14.2% |
| 3M | -9.6% | -6.0% | -3.6% | -6.7% |
| 6M | -3.1% | -8.4% | +5.3% | +0.4% |
| YTD | +23.4% | +4.2% | +19.2% | +16.7% |
| 1Y | +52.7% | +6.2% | +46.4% | +43.8% |
| All | +52.7% | +7.1% | +45.6% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling