+330.2%
COPX vs PAYC
+1,158.0%
-827.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.4% | +9.5% | +5.2% |
| 7D | +5.8% | -7.9% | +13.7% | +7.4% |
| 30D | +7.2% | +2.1% | +5.1% | +6.6% |
| 3M | +16.5% | +61.8% | -45.3% | +3.9% |
| 6M | +18.4% | +59.9% | -41.5% | +5.0% |
| YTD | +31.9% | +38.5% | -6.6% | +20.0% |
| 1Y | +88.5% | -1.4% | +89.9% | +84.7% |
| 3Y | +173.1% | -21.0% | +194.1% | +169.1% |
| 5Y | +193.1% | -52.9% | +246.0% | +215.9% |
| 10Y | +591.7% | +332.8% | +258.9% | +382.3% |
| All | +330.2% | +1,158.0% | -827.9% | +163.7% |
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