+74.3%
FCX vs PLUG
-78.4%
+152.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.7% |
| 7D | -4.9% | +5.8% | -10.7% | -5.6% |
| 30D | -17.1% | -18.5% | +1.4% | -15.2% |
| 3M | -12.7% | -30.0% | +17.3% | -9.1% |
| 6M | -2.0% | -56.2% | +54.2% | +7.0% |
| YTD | +18.1% | -26.4% | +44.5% | +20.8% |
| 1Y | +55.2% | -42.2% | +97.4% | +62.0% |
| 3Y | +74.3% | -76.8% | +151.2% | +77.8% |
| All | +74.3% | -78.4% | +152.7% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling