-4.5%
ALK vs PAYC
+1,262.3%
-1,266.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.7% | +1.9% |
| 7D | +9.0% | -10.2% | +19.2% | +12.1% |
| 30D | -1.6% | +6.1% | -7.8% | -3.3% |
| 3M | -23.2% | +10.1% | -33.2% | -25.3% |
| 6M | -3.9% | +88.6% | -92.5% | -20.8% |
| YTD | -22.6% | +50.0% | -72.6% | -32.8% |
| 1Y | -5.3% | +46.1% | -51.4% | -17.2% |
| 3Y | +18.6% | +51.2% | -32.6% | +1.5% |
| 5Y | -34.4% | -51.7% | +17.3% | -28.3% |
| 10Y | -40.8% | +467.4% | -508.1% | -58.1% |
| All | -4.5% | +1,262.3% | -1,266.8% | -33.9% |
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 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