+47.5%
FCX vs PLUG
-58.9%
+106.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.5% | +8.5% | +0.1% |
| 7D | -0.3% | -23.4% | +23.1% | +5.0% |
| 30D | -14.7% | -23.4% | +8.7% | -10.3% |
| 3M | -11.2% | -51.7% | +40.6% | +1.4% |
| 6M | -11.4% | -72.0% | +60.6% | +8.3% |
| YTD | +17.7% | -43.7% | +61.4% | +34.2% |
| 1Y | +47.5% | -55.4% | +102.9% | +71.3% |
| All | +47.5% | -58.9% | +106.4% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling