+292.7%
FCX vs PYPL
+58.3%
+234.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.5% |
| 7D | -0.8% | -1.2% | +0.4% | -0.1% |
| 30D | -15.1% | +6.1% | -21.2% | -17.2% |
| 3M | -9.6% | +1.1% | -10.7% | -10.8% |
| 6M | -3.1% | +32.7% | -35.8% | -16.5% |
| YTD | +23.4% | +2.8% | +20.7% | +16.2% |
| 1Y | +52.7% | -10.8% | +63.4% | +53.6% |
| 3Y | +91.4% | +9.8% | +81.6% | +67.7% |
| 5Y | +62.7% | -70.2% | +133.0% | +150.8% |
| 10Y | +395.9% | +50.1% | +345.8% | +154.1% |
| All | +292.7% | +58.3% | +234.5% | +78.4% |
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 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