+60.3%
FCX vs PAYC
+46.2%
+14.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.7% |
| 7D | -6.0% | +2.0% | -8.0% | -5.6% |
| 30D | -13.6% | +18.8% | -32.4% | -10.5% |
| 3M | -6.8% | +53.2% | -60.0% | +2.0% |
| 6M | +13.2% | +103.7% | -90.5% | +32.5% |
| YTD | +24.4% | +69.5% | -45.1% | +52.8% |
| 1Y | +60.3% | +48.8% | +11.5% | +105.3% |
| All | +60.3% | +46.2% | +14.1% | +105.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling