+102.7%
FCX vs PYPL
-12.7%
+115.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.6% | +6.4% |
| 7D | +5.7% | +1.7% | +4.0% | +5.0% |
| 30D | +10.1% | -9.7% | +19.8% | +13.1% |
| 3M | +20.2% | +29.2% | -9.0% | +7.7% |
| 6M | +29.7% | +13.9% | +15.8% | +21.4% |
| YTD | +51.9% | -8.1% | +60.0% | +52.5% |
| 1Y | +66.0% | -21.4% | +87.4% | +78.2% |
| 3Y | +102.7% | -11.8% | +114.6% | +93.5% |
| All | +102.7% | -12.7% | +115.4% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling