+83.9%
FCX vs PAYC
+50.2%
+33.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +4.9% | -5.2% | -0.7% |
| 30D | -14.7% | +4.1% | -18.9% | -15.1% |
| 3M | -11.2% | +11.5% | -22.6% | -12.2% |
| 6M | -11.4% | +85.3% | -96.7% | -18.9% |
| YTD | +17.7% | +57.3% | -39.5% | +12.3% |
| 1Y | +47.5% | +52.6% | -5.1% | +41.9% |
| 3Y | +83.9% | +48.3% | +35.6% | +70.9% |
| All | +83.9% | +50.2% | +33.7% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling