+109.5%
FCX vs PAYC
+1,328.5%
-1,219.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +4.9% | -5.2% | -1.6% |
| 30D | -14.7% | +4.1% | -18.9% | -15.9% |
| 3M | -11.2% | +11.5% | -22.6% | -14.3% |
| 6M | -11.4% | +85.3% | -96.7% | -27.9% |
| YTD | +17.7% | +57.3% | -39.5% | -1.0% |
| 1Y | +47.5% | +52.6% | -5.1% | +25.0% |
| 3Y | +83.9% | +48.3% | +35.6% | +53.2% |
| 5Y | +54.0% | -47.8% | +101.8% | +66.1% |
| 10Y | +372.9% | +515.9% | -143.0% | +163.8% |
| All | +109.5% | +1,328.5% | -1,219.0% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling