+55.4%
FCX vs PRU
+42.1%
+13.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.7% |
| 7D | -0.3% | +3.6% | -3.9% | -2.8% |
| 30D | -14.7% | +8.9% | -23.6% | -20.3% |
| 3M | -11.2% | +0.2% | -11.3% | -12.1% |
| 6M | -11.4% | +23.7% | -35.1% | -26.0% |
| YTD | +17.7% | +13.7% | +4.0% | +4.2% |
| 1Y | +47.5% | +20.6% | +26.9% | +24.4% |
| 3Y | +83.9% | +56.3% | +27.6% | +20.0% |
| All | +55.4% | +42.1% | +13.2% | +8.9% |
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