+114.3%
FCX vs PRU
+48.6%
+65.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.0% |
| 7D | -4.9% | +1.9% | -6.7% | -6.3% |
| 30D | +4.8% | +2.7% | +2.1% | +2.3% |
| 3M | +4.6% | +19.5% | -14.8% | -9.8% |
| 6M | +10.8% | +26.6% | -15.8% | -8.8% |
| YTD | +44.2% | +12.3% | +31.9% | +29.5% |
| 1Y | +59.6% | +18.0% | +41.5% | +37.1% |
| 3Y | +82.2% | +47.0% | +35.2% | +25.5% |
| All | +114.3% | +48.6% | +65.8% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling