+395.9%
FCX vs PODD
+314.4%
+81.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.7% |
| 7D | -0.8% | -9.1% | +8.3% | +1.5% |
| 30D | -15.1% | +7.3% | -22.4% | -16.6% |
| 3M | -9.6% | +3.7% | -13.3% | -10.8% |
| 6M | -3.1% | -2.7% | -0.4% | -4.9% |
| YTD | +23.4% | -47.2% | +70.7% | +42.2% |
| 1Y | +52.7% | -54.0% | +106.7% | +82.3% |
| 3Y | +91.4% | -3.3% | +94.7% | +79.7% |
| 5Y | +62.7% | -52.3% | +115.1% | +79.8% |
| 10Y | +395.9% | +322.4% | +73.5% | +221.9% |
| All | +395.9% | +314.4% | +81.4% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling