+281.3%
FCX vs PYPL
+56.4%
+224.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.3% |
| 7D | -2.4% | +1.0% | -3.3% | -2.7% |
| 30D | -18.0% | +5.9% | -23.8% | -20.0% |
| 3M | -14.3% | -0.2% | -14.0% | -15.0% |
| 6M | -1.7% | +30.3% | -32.0% | -14.7% |
| YTD | +19.8% | +1.6% | +18.3% | +13.4% |
| 1Y | +48.6% | -10.3% | +58.9% | +49.0% |
| 3Y | +85.8% | +8.5% | +77.3% | +63.7% |
| 5Y | +72.2% | -71.0% | +143.2% | +168.6% |
| 10Y | +386.3% | +46.9% | +339.4% | +151.9% |
| All | +281.3% | +56.4% | +224.9% | +74.1% |
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