+829.1%
FCX vs PSA
+6,717.8%
-5,888.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +4.4% | -2.1% | +6.5% | +5.5% |
| 30D | -16.3% | +15.6% | -31.9% | -22.1% |
| 3M | -12.5% | +4.1% | -16.6% | -14.5% |
| 6M | -8.0% | +9.2% | -17.2% | -12.8% |
| YTD | +20.1% | +32.3% | -12.2% | +3.8% |
| 1Y | +45.9% | +26.2% | +19.8% | +28.9% |
| 3Y | +86.2% | +53.7% | +32.6% | +47.1% |
| 5Y | +57.1% | +26.6% | +30.5% | +34.4% |
| 10Y | +382.5% | +132.8% | +249.7% | +191.6% |
| All | +829.1% | +6,717.8% | -5,888.6% | +88.0% |
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