+336.7%
COP vs PAYC
+510.1%
-173.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +4.9% | -0.5% | +3.3% |
| 30D | 0.0% | +4.1% | -4.2% | -1.2% |
| 3M | +15.0% | +11.5% | +3.6% | +11.7% |
| 6M | +22.0% | +85.3% | -63.3% | +3.5% |
| YTD | +55.3% | +57.3% | -1.9% | +35.8% |
| 1Y | +64.1% | +52.6% | +11.6% | +44.6% |
| 3Y | +34.1% | +48.3% | -14.2% | +15.7% |
| 5Y | +133.4% | -47.8% | +181.2% | +149.9% |
| All | +336.7% | +510.1% | -173.4% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 10y: compounded portfolio wealth divided by compounded PAYC 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…
10y analysis · Full analysis span regression · 6 months rolling