+55.4%
FCX vs PLUG
-97.5%
+152.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.5% | +8.5% | -0.4% |
| 7D | -0.3% | -23.4% | +23.1% | +3.7% |
| 30D | -14.7% | -23.4% | +8.7% | -11.3% |
| 3M | -11.2% | -51.7% | +40.6% | -1.1% |
| 6M | -11.4% | -72.0% | +60.6% | +6.2% |
| YTD | +17.7% | -43.7% | +61.4% | +25.2% |
| 1Y | +47.5% | -55.4% | +102.9% | +61.4% |
| 3Y | +83.9% | -68.0% | +151.9% | +81.3% |
| All | +55.4% | -97.5% | +152.8% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling