+70.4%
FCX vs PYPL
-71.4%
+141.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.5% |
| 7D | -1.0% | +2.2% | -3.2% | -1.6% |
| 30D | -15.2% | +8.1% | -23.4% | -17.3% |
| 3M | -10.3% | +1.9% | -12.2% | -11.3% |
| 6M | +1.6% | +33.1% | -31.6% | -8.9% |
| YTD | +23.9% | +3.8% | +20.1% | +18.8% |
| 1Y | +58.0% | -8.3% | +66.3% | +58.6% |
| 3Y | +94.6% | +11.9% | +82.7% | +78.3% |
| 5Y | +70.4% | -70.4% | +140.8% | +97.4% |
| All | +70.4% | -71.4% | +141.8% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling