+258.8%
ALLE vs PAYC
+1,229.9%
-971.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.8% |
| 7D | -0.2% | -2.9% | +2.6% | +0.4% |
| 30D | -6.8% | +32.8% | -39.5% | -13.0% |
| 3M | +21.0% | +69.3% | -48.2% | +6.8% |
| 6M | +1.1% | +74.0% | -72.9% | -12.1% |
| YTD | -0.5% | +46.4% | -46.9% | -10.4% |
| 1Y | -7.3% | +4.2% | -11.4% | -9.9% |
| 3Y | +42.3% | -19.7% | +62.0% | +40.2% |
| 5Y | +13.5% | -52.0% | +65.5% | +22.0% |
| 10Y | +144.0% | +356.9% | -212.9% | +64.7% |
| All | +258.8% | +1,229.9% | -971.0% | +109.7% |
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