-2.7%
FCX vs PLTD
-34.4%
+31.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.5% | +10.4% | +4.0% |
| 7D | -1.0% | +4.2% | -5.3% | -0.4% |
| 30D | -15.2% | +20.8% | -36.1% | -13.1% |
| 3M | -10.3% | -2.6% | -7.7% | -9.6% |
| All | -2.7% | -34.4% | +31.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 6mo: compounded portfolio wealth divided by compounded PLTD 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…
6mo analysis · Full analysis span regression · 6 months rolling