+156.7%
FCX vs PAYC
+1,229.9%
-1,073.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.3% |
| 7D | -4.9% | -2.9% | -2.0% | -4.1% |
| 30D | +4.8% | +32.8% | -27.9% | -4.2% |
| 3M | +4.6% | +69.3% | -64.7% | -11.9% |
| 6M | +10.8% | +74.0% | -63.1% | -8.6% |
| YTD | +44.2% | +46.4% | -2.2% | +24.3% |
| 1Y | +59.6% | +4.2% | +55.4% | +52.5% |
| 3Y | +82.2% | -19.7% | +102.0% | +78.2% |
| 5Y | +115.6% | -52.0% | +167.7% | +138.9% |
| 10Y | +670.6% | +356.9% | +313.7% | +361.6% |
| All | +156.7% | +1,229.9% | -1,073.2% | +34.6% |
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 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