+175.9%
COP vs PAYC
+1,229.9%
-1,054.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.3% |
| 7D | +3.0% | -2.9% | +5.9% | +3.6% |
| 30D | +17.5% | +32.8% | -15.3% | +9.9% |
| 3M | +13.4% | +69.3% | -55.9% | +0.1% |
| 6M | +17.7% | +74.0% | -56.2% | +2.7% |
| YTD | +46.6% | +46.4% | +0.2% | +32.2% |
| 1Y | +44.6% | +4.2% | +40.4% | +40.4% |
| 3Y | +20.7% | -19.7% | +40.4% | +18.9% |
| 5Y | +185.0% | -52.0% | +237.1% | +204.4% |
| 10Y | +347.0% | +356.9% | -9.9% | +196.5% |
| All | +175.9% | +1,229.9% | -1,054.0% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling