+724.1%
FCX vs PYPL
+36.1%
+688.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +3.1% | -4.3% | +7.4% | +4.8% |
| 30D | +8.1% | -11.5% | +19.6% | +12.9% |
| 3M | +18.9% | +26.1% | -7.2% | +5.4% |
| 6M | +26.6% | +13.7% | +12.9% | +16.8% |
| YTD | +51.2% | -9.8% | +61.0% | +51.0% |
| 1Y | +75.6% | -22.1% | +97.6% | +86.1% |
| 3Y | +101.7% | -13.5% | +115.2% | +97.8% |
| 5Y | +134.6% | -81.6% | +216.2% | +350.5% |
| 10Y | +724.1% | +38.8% | +685.4% | +563.9% |
| All | +724.1% | +36.1% | +688.0% | +563.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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