+138.9%
FCX vs PSA
+15.2%
+123.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.5% | +5.4% |
| 7D | +5.7% | -0.4% | +6.1% | +5.9% |
| 30D | +10.1% | -8.2% | +18.2% | +14.3% |
| 3M | +20.2% | -2.1% | +22.3% | +20.4% |
| 6M | +29.7% | -0.2% | +29.9% | +28.3% |
| YTD | +51.9% | +18.5% | +33.4% | +38.3% |
| 1Y | +66.0% | +6.6% | +59.4% | +58.7% |
| 3Y | +102.7% | +24.5% | +78.3% | +74.0% |
| 5Y | +138.9% | +13.6% | +125.3% | +108.5% |
| All | +138.9% | +15.2% | +123.6% | +108.5% |
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