+97.6%
FCX vs PAYC
-22.8%
+120.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +3.1% | -8.7% | +11.9% | +3.9% |
| 30D | +8.1% | +1.2% | +6.9% | +7.9% |
| 3M | +18.9% | +58.6% | -39.7% | +12.2% |
| 6M | +26.6% | +56.6% | -30.0% | +19.2% |
| YTD | +51.2% | +36.2% | +14.9% | +46.1% |
| 1Y | +75.6% | -2.2% | +77.7% | +82.4% |
| All | +97.6% | -22.8% | +120.4% | +117.3% |
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 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