+565.2%
COPX vs PAYC
+358.9%
+206.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -2.3% | -5.5% | +3.2% | -1.3% |
| 30D | +0.3% | +3.8% | -3.5% | -0.7% |
| 3M | +6.8% | +65.8% | -59.0% | -6.1% |
| 6M | +7.9% | +68.7% | -60.8% | -6.4% |
| YTD | +23.7% | +38.3% | -14.6% | +11.8% |
| 1Y | +71.5% | -2.4% | +73.9% | +68.8% |
| 3Y | +149.1% | -21.5% | +170.6% | +146.7% |
| 5Y | +167.3% | -52.7% | +220.0% | +193.2% |
| All | +565.2% | +358.9% | +206.4% | +403.1% |
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