+1,156.9%
FCX vs PLUG
-99.1%
+1,256.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.4% | -2.2% |
| 7D | -2.4% | -2.8% | +0.5% | -2.0% |
| 30D | -18.0% | -18.5% | +0.5% | -16.1% |
| 3M | -14.3% | -35.1% | +20.8% | -10.1% |
| 6M | -1.7% | -56.1% | +54.4% | +7.4% |
| YTD | +19.8% | -30.5% | +50.3% | +22.5% |
| 1Y | +48.6% | -46.5% | +95.1% | +55.9% |
| 3Y | +85.8% | -61.2% | +147.0% | +80.5% |
| 5Y | +72.2% | -96.6% | +168.8% | +107.4% |
| 10Y | +386.3% | +1.5% | +384.8% | +268.9% |
| All | +1,156.9% | -99.1% | +1,256.1% | +729.4% |
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 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