+262.1%
ABT vs PAYC
+1,229.9%
-967.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.2% |
| 7D | -3.7% | -2.9% | -0.8% | -3.2% |
| 30D | +2.5% | +32.8% | -30.3% | -2.7% |
| 3M | +20.2% | +69.3% | -49.1% | +9.3% |
| 6M | -2.9% | +74.0% | -76.9% | -12.5% |
| YTD | -11.9% | +46.4% | -58.3% | -18.5% |
| 1Y | -16.5% | +4.2% | -20.7% | -18.4% |
| 3Y | +12.1% | -19.7% | +31.9% | +10.6% |
| 5Y | -7.4% | -52.0% | +44.6% | -2.5% |
| 10Y | +210.7% | +356.9% | -146.2% | +128.5% |
| All | +262.1% | +1,229.9% | -967.7% | +153.3% |
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