+386.3%
FCX vs PLUG
+9.2%
+377.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -1.8% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -18.0% | -18.7% | +0.8% | -15.3% |
| 3M | -14.3% | -35.3% | +21.0% | -8.3% |
| 6M | -1.7% | -56.2% | +54.5% | +11.2% |
| YTD | +19.8% | -30.7% | +50.6% | +23.4% |
| 1Y | +48.6% | -46.7% | +95.3% | +58.6% |
| 3Y | +85.8% | -61.3% | +147.1% | +76.5% |
| 5Y | +72.2% | -96.6% | +168.8% | +129.9% |
| 10Y | +386.3% | +1.1% | +385.2% | +271.3% |
| All | +386.3% | +9.2% | +377.1% | +271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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