+134.6%
FCX vs PAYC
-53.8%
+188.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +3.1% | -8.7% | +11.9% | +4.9% |
| 30D | +8.1% | +1.2% | +6.9% | +7.6% |
| 3M | +18.9% | +58.6% | -39.7% | +5.8% |
| 6M | +26.6% | +56.6% | -30.0% | +12.0% |
| YTD | +51.2% | +36.2% | +14.9% | +38.1% |
| 1Y | +75.6% | -2.2% | +77.7% | +76.1% |
| 3Y | +101.7% | -22.3% | +124.0% | +107.1% |
| 5Y | +134.6% | -53.9% | +188.5% | +176.6% |
| All | +134.6% | -53.8% | +188.5% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling