-11.3%
ABT vs PAYC
-52.9%
+41.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -5.9% | -5.5% | -0.4% | -5.2% |
| 30D | -8.1% | +3.8% | -11.9% | -8.6% |
| 3M | +14.5% | +65.8% | -51.3% | +6.2% |
| 6M | -6.3% | +68.7% | -75.0% | -13.6% |
| YTD | -17.1% | +38.3% | -55.5% | -21.6% |
| 1Y | -21.4% | -2.4% | -19.0% | -21.9% |
| 3Y | +5.9% | -21.5% | +27.5% | +6.6% |
| All | -11.3% | -52.9% | +41.6% | -10.9% |
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