+831.1%
FCX vs PLD
+1,585.1%
-754.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +3.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | -17.1% | -0.3% | -16.9% | -17.1% |
| 3M | -12.7% | -8.0% | -4.6% | -9.1% |
| 6M | -2.0% | -9.8% | +7.8% | +2.4% |
| YTD | +18.1% | +1.8% | +16.3% | +16.5% |
| 1Y | +55.2% | +5.6% | +49.6% | +50.3% |
| 3Y | +74.3% | +33.3% | +41.1% | +48.9% |
| 5Y | +71.9% | +0.3% | +71.6% | +65.7% |
| 10Y | +498.4% | +241.6% | +256.7% | +216.3% |
| All | +831.1% | +1,585.1% | -754.0% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling