+192.3%
FCX vs PODD
+767.5%
-575.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.8% |
| 7D | -4.9% | +1.6% | -6.5% | -5.3% |
| 30D | +4.8% | +10.7% | -5.9% | +1.6% |
| 3M | +4.6% | +0.7% | +3.9% | +2.1% |
| 6M | +10.8% | -39.3% | +50.1% | +23.5% |
| YTD | +44.2% | -48.1% | +92.3% | +67.6% |
| 1Y | +59.6% | -57.4% | +117.0% | +95.1% |
| 3Y | +82.2% | -23.3% | +105.5% | +81.4% |
| 5Y | +115.6% | -51.3% | +166.9% | +136.3% |
| 10Y | +670.6% | +242.0% | +428.5% | +344.4% |
| All | +192.3% | +767.5% | -575.2% | -3.6% |
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