+612.2%
FCX vs PSA
+102.6%
+509.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -2.3% | -1.8% | -0.5% | -1.6% |
| 30D | +2.7% | -8.4% | +11.0% | +6.2% |
| 3M | +7.4% | -7.8% | +15.2% | +10.4% |
| 6M | +16.0% | +0.8% | +15.2% | +14.7% |
| YTD | +40.9% | +16.5% | +24.4% | +31.2% |
| 1Y | +56.4% | +4.7% | +51.7% | +51.9% |
| 3Y | +84.2% | +21.1% | +63.2% | +65.8% |
| 5Y | +114.6% | +14.2% | +100.4% | +96.6% |
| All | +612.2% | +102.6% | +509.6% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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