+142.9%
FCX vs PODD
+770.9%
-628.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.9% |
| 7D | -2.4% | -4.4% | +2.0% | -1.2% |
| 30D | -18.0% | +9.4% | -27.4% | -20.1% |
| 3M | -14.3% | +3.6% | -17.9% | -15.6% |
| 6M | -1.7% | -4.0% | +2.2% | -3.5% |
| YTD | +19.8% | -47.9% | +67.8% | +38.7% |
| 1Y | +48.6% | -53.8% | +102.4% | +77.5% |
| 3Y | +85.8% | -4.5% | +90.4% | +74.9% |
| 5Y | +72.2% | -51.9% | +124.1% | +89.0% |
| 10Y | +386.3% | +308.9% | +77.4% | +167.0% |
| All | +142.9% | +770.9% | -628.0% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling