+613.6%
FCX vs PAYC
+352.8%
+260.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -1.9% | -10.2% | +8.3% | +1.1% |
| 30D | +3.4% | +2.0% | +1.4% | +2.5% |
| 3M | +15.0% | +58.3% | -43.3% | -2.4% |
| 6M | +14.6% | +64.5% | -49.8% | -5.0% |
| YTD | +41.2% | +36.5% | +4.7% | +23.1% |
| 1Y | +60.4% | -1.3% | +61.6% | +55.5% |
| 3Y | +88.4% | -22.1% | +110.6% | +85.8% |
| 5Y | +115.0% | -53.3% | +168.4% | +144.1% |
| All | +613.6% | +352.8% | +260.8% | +391.7% |
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 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