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  • FCX vs PYPL✓SelectedUSD · PYPLFCX vs PYPL performance historyLatest closeAs of-0.51%09/09
Stock and ETF performance explorer

FCX vs PYPL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+724.1%
PYPL return
+36.1%
Excess return
+688.0%
Maximum drawdown
-72.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPYPLExcessAlpha
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