+358.8%
FCX vs PYPL
+46.2%
+312.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +1.6% |
| 7D | -4.9% | +2.7% | -7.5% | -6.1% |
| 30D | +4.8% | -4.9% | +9.7% | +6.4% |
| 3M | +4.6% | +28.9% | -24.3% | -8.6% |
| 6M | +10.8% | +18.2% | -7.4% | +0.1% |
| YTD | +44.2% | -5.0% | +49.2% | +40.9% |
| 1Y | +59.6% | -18.8% | +78.4% | +66.8% |
| 3Y | +82.2% | -12.6% | +94.8% | +77.7% |
| 5Y | +115.6% | -80.8% | +196.4% | +322.2% |
| 10Y | +670.6% | +49.9% | +620.6% | +281.6% |
| All | +358.8% | +46.2% | +312.6% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling