+510.1%
ALL vs PAYC
+1,229.9%
-719.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.8% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -1.5% | +32.8% | -34.2% | -5.9% |
| 3M | +23.6% | +69.3% | -45.7% | +13.7% |
| 6M | +22.3% | +74.0% | -51.6% | +11.7% |
| YTD | +26.5% | +46.4% | -19.9% | +18.2% |
| 1Y | +27.0% | +4.2% | +22.8% | +24.6% |
| 3Y | +149.6% | -19.7% | +169.3% | +147.1% |
| 5Y | +118.1% | -52.0% | +170.1% | +128.6% |
| 10Y | +369.0% | +356.9% | +12.1% | +273.4% |
| All | +510.1% | +1,229.9% | -719.8% | +362.8% |
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