+383.2%
FCX vs PYPL
+45.9%
+337.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.9% |
| 7D | +4.4% | -1.1% | +5.5% | +5.0% |
| 30D | -16.3% | +3.8% | -20.1% | -17.6% |
| 3M | -12.5% | -1.3% | -11.2% | -12.7% |
| 6M | -8.0% | +29.0% | -37.1% | -19.3% |
| YTD | +20.1% | +0.7% | +19.4% | +14.4% |
| 1Y | +45.9% | -12.3% | +58.2% | +48.0% |
| 3Y | +86.2% | +7.6% | +78.6% | +65.8% |
| 5Y | +57.1% | -71.7% | +128.8% | +145.4% |
| All | +383.2% | +45.9% | +337.3% | +211.1% |
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