+383.2%
FCX vs PRU
+97.4%
+285.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -16.3% | +7.9% | -24.3% | -21.6% |
| 3M | -12.5% | +0.9% | -13.4% | -14.1% |
| 6M | -8.0% | +22.4% | -30.4% | -23.0% |
| YTD | +20.1% | +12.7% | +7.4% | +6.5% |
| 1Y | +45.9% | +19.6% | +26.3% | +23.4% |
| 3Y | +86.2% | +54.0% | +32.3% | +25.5% |
| 5Y | +57.1% | +41.0% | +16.1% | +13.2% |
| All | +383.2% | +97.4% | +285.8% | +161.7% |
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