+60.3%
FCX vs PRU
+27.9%
+32.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.6% | -5.2% | -0.5% |
| 7D | -6.0% | +9.8% | -15.8% | -8.5% |
| 30D | -13.6% | +11.6% | -25.2% | -16.5% |
| 3M | -6.8% | +3.7% | -10.5% | -7.7% |
| 6M | +13.2% | +33.0% | -19.8% | -2.4% |
| YTD | +24.4% | +16.6% | +7.8% | +10.8% |
| 1Y | +60.3% | +26.9% | +33.3% | +33.2% |
| All | +60.3% | +27.9% | +32.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling