+102.7%
FCX vs PODD
-20.7%
+123.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.9% | +5.7% |
| 7D | +5.7% | -4.1% | +9.8% | +6.2% |
| 30D | +10.1% | +0.8% | +9.3% | +9.8% |
| 3M | +20.2% | -6.1% | +26.3% | +19.6% |
| 6M | +29.7% | -40.0% | +69.6% | +41.6% |
| YTD | +51.9% | -49.9% | +101.9% | +72.4% |
| 1Y | +66.0% | -59.3% | +125.3% | +97.1% |
| 3Y | +102.7% | -17.2% | +120.0% | +110.5% |
| All | +102.7% | -20.7% | +123.4% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling