+745.5%
ABBV vs PAYC
+1,158.0%
-412.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | -2.3% |
| 7D | -4.3% | -7.9% | +3.6% | -3.3% |
| 30D | +1.1% | +2.1% | -1.0% | +0.8% |
| 3M | +12.3% | +61.8% | -49.4% | +4.8% |
| 6M | +9.8% | +59.9% | -50.1% | +2.2% |
| YTD | +11.5% | +38.5% | -27.0% | +5.6% |
| 1Y | +22.3% | -1.4% | +23.6% | +21.0% |
| 3Y | +85.2% | -21.0% | +106.2% | +83.7% |
| 5Y | +170.8% | -52.9% | +223.7% | +182.5% |
| 10Y | +485.4% | +332.8% | +152.6% | +311.9% |
| All | +745.5% | +1,158.0% | -412.5% | +440.5% |
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