+373.5%
FCX vs PAYC
+510.1%
-136.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +4.9% | -5.2% | -1.7% |
| 30D | -14.7% | +4.1% | -18.9% | -16.0% |
| 3M | -11.2% | +11.5% | -22.6% | -14.5% |
| 6M | -11.4% | +85.3% | -96.7% | -29.0% |
| YTD | +17.7% | +57.3% | -39.5% | -2.2% |
| 1Y | +47.5% | +52.6% | -5.1% | +23.6% |
| 3Y | +83.9% | +48.3% | +35.6% | +50.9% |
| 5Y | +54.0% | -47.8% | +101.8% | +70.3% |
| All | +373.5% | +510.1% | -136.6% | +206.0% |
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 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