+430.7%
FCX vs PRU
+115.4%
+315.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.1% |
| 7D | -1.0% | +3.2% | -4.2% | -3.5% |
| 30D | -15.2% | +7.9% | -23.2% | -20.6% |
| 3M | -10.3% | +1.8% | -12.1% | -12.5% |
| 6M | +1.6% | +24.1% | -22.6% | -15.9% |
| YTD | +23.9% | +12.4% | +11.5% | +10.1% |
| 1Y | +58.0% | +20.9% | +37.1% | +32.5% |
| 3Y | +94.6% | +55.5% | +39.1% | +30.1% |
| 5Y | +70.4% | +42.7% | +27.7% | +21.6% |
| 10Y | +430.7% | +106.1% | +324.5% | +170.7% |
| All | +430.7% | +115.4% | +315.2% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling