+1,412.5%
FCX vs PLUG
-98.6%
+1,511.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.8% |
| 30D | +4.8% | +3.3% | +1.5% | +4.3% |
| 3M | +4.6% | -39.7% | +44.3% | +10.7% |
| 6M | +10.8% | -12.5% | +23.3% | +11.5% |
| YTD | +44.2% | +10.2% | +34.1% | +39.9% |
| 1Y | +59.6% | +50.7% | +8.9% | +46.2% |
| 3Y | +82.2% | -74.5% | +156.7% | +82.5% |
| 5Y | +115.6% | -91.8% | +207.4% | +135.0% |
| 10Y | +670.6% | +43.7% | +626.8% | +459.6% |
| All | +1,412.5% | -98.6% | +1,511.1% | +847.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling