+485.6%
FCX vs PRU
+115.4%
+370.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +4.7% |
| 7D | -4.9% | +2.4% | -7.3% | -6.8% |
| 30D | -17.1% | +6.1% | -23.3% | -21.4% |
| 3M | -12.7% | -0.7% | -11.9% | -13.2% |
| 6M | -2.0% | +22.1% | -24.0% | -17.9% |
| YTD | +18.1% | +9.8% | +8.3% | +6.8% |
| 1Y | +55.2% | +19.4% | +35.8% | +31.3% |
| 3Y | +74.3% | +50.4% | +24.0% | +19.5% |
| 5Y | +71.9% | +37.2% | +34.7% | +26.4% |
| All | +485.6% | +115.4% | +370.3% | +175.1% |
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