+61.5%
FCX vs PLUG
-96.4%
+157.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.5% |
| 7D | -4.9% | +5.8% | -10.7% | -5.8% |
| 30D | -17.1% | -18.5% | +1.4% | -14.6% |
| 3M | -12.7% | -30.0% | +17.3% | -8.1% |
| 6M | -2.0% | -56.2% | +54.2% | +10.1% |
| YTD | +18.1% | -26.4% | +44.5% | +20.7% |
| 1Y | +55.2% | -42.2% | +97.4% | +63.4% |
| 3Y | +74.3% | -76.8% | +151.2% | +81.6% |
| All | +61.5% | -96.4% | +157.9% | +149.4% |
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