+395.9%
FCX vs PRU
+102.7%
+293.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.2% |
| 7D | -0.8% | -2.8% | +2.1% | +1.5% |
| 30D | -15.1% | +8.5% | -23.6% | -20.8% |
| 3M | -9.6% | +1.7% | -11.4% | -11.8% |
| 6M | -3.1% | +24.8% | -27.8% | -20.1% |
| YTD | +23.4% | +13.3% | +10.2% | +9.0% |
| 1Y | +52.7% | +21.4% | +31.3% | +27.6% |
| 3Y | +91.4% | +54.8% | +36.6% | +28.5% |
| 5Y | +62.7% | +42.4% | +20.4% | +16.4% |
| 10Y | +395.9% | +98.4% | +297.4% | +167.4% |
| All | +395.9% | +102.7% | +293.2% | +167.4% |
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