+50.0%
FCX vs PYPL
-10.9%
+60.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +3.0% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | -15.1% | +6.1% | -21.2% | -15.1% |
| 3M | -9.6% | +1.1% | -10.7% | -9.5% |
| 6M | -3.1% | +32.7% | -35.8% | -4.5% |
| YTD | +23.4% | +2.8% | +20.7% | +23.2% |
| All | +50.0% | -10.9% | +60.9% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling