+430.7%
FCX vs PLUG
+25.0%
+405.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.4% | +4.3% |
| 7D | -1.0% | +14.5% | -15.5% | -3.2% |
| 30D | -15.2% | -10.7% | -4.5% | -13.8% |
| 3M | -10.3% | -31.2% | +20.9% | -5.0% |
| 6M | +1.6% | -51.9% | +53.5% | +13.2% |
| YTD | +23.9% | -23.9% | +47.7% | +25.7% |
| 1Y | +58.0% | -43.4% | +101.4% | +67.0% |
| 3Y | +94.6% | -74.7% | +169.3% | +95.3% |
| 5Y | +70.4% | -96.3% | +166.7% | +124.8% |
| 10Y | +430.7% | +20.0% | +410.7% | +302.6% |
| All | +430.7% | +25.0% | +405.7% | +302.6% |
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