+1,015.5%
FCX vs PSA
+6,014.4%
-4,998.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.8% |
| 7D | -4.9% | -3.7% | -1.2% | -3.2% |
| 30D | +4.8% | -7.7% | +12.6% | +8.8% |
| 3M | +4.6% | -0.6% | +5.2% | +4.1% |
| 6M | +10.8% | -0.9% | +11.7% | +10.5% |
| YTD | +44.2% | +18.7% | +25.6% | +31.7% |
| 1Y | +59.6% | +7.6% | +51.9% | +52.5% |
| 3Y | +82.2% | +23.7% | +58.6% | +60.1% |
| 5Y | +115.6% | +13.7% | +102.0% | +94.4% |
| 10Y | +670.6% | +98.9% | +571.7% | +404.2% |
| All | +1,015.5% | +6,014.4% | -4,998.9% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling