+62.7%
FCX vs PSA
+27.5%
+35.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.8% | -2.1% | +1.3% | +0.2% |
| 30D | -15.1% | +16.2% | -31.3% | -20.7% |
| 3M | -9.6% | +4.3% | -13.9% | -11.5% |
| 6M | -3.1% | +9.9% | -12.9% | -8.2% |
| YTD | +23.4% | +33.3% | -9.8% | +6.2% |
| 1Y | +52.7% | +25.8% | +26.8% | +34.9% |
| 3Y | +91.4% | +54.8% | +36.6% | +46.7% |
| 5Y | +62.7% | +27.5% | +35.2% | +32.2% |
| All | +62.7% | +27.5% | +35.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling