+126.8%
COP vs PAYC
-49.7%
+176.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | +0.7% | -9.5% | +10.2% | +2.0% |
| 30D | +0.2% | +3.3% | -3.0% | -0.3% |
| 3M | +10.2% | +14.5% | -4.3% | +8.0% |
| 6M | +20.1% | +76.0% | -55.9% | +10.1% |
| YTD | +50.5% | +53.4% | -2.8% | +40.2% |
| 1Y | +56.8% | +43.8% | +13.0% | +47.5% |
| 3Y | +30.3% | +45.3% | -15.0% | +21.4% |
| 5Y | +126.8% | -48.9% | +175.7% | +145.8% |
| All | +126.8% | -49.7% | +176.5% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling