+113.6%
ALLY vs PAYC
+1,262.3%
-1,148.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -0.3% |
| 7D | +0.9% | -10.2% | +11.1% | +3.9% |
| 30D | +3.1% | +6.1% | -3.1% | +1.2% |
| 3M | -12.6% | +10.1% | -22.6% | -15.2% |
| 6M | -12.4% | +88.6% | -101.1% | -28.6% |
| YTD | -13.2% | +50.0% | -63.1% | -25.0% |
| 1Y | +1.8% | +46.1% | -44.2% | -11.4% |
| 3Y | +58.0% | +51.2% | +6.8% | +32.2% |
| 5Y | -8.4% | -51.7% | +43.2% | +0.9% |
| 10Y | +195.3% | +467.4% | -272.1% | +94.8% |
| All | +113.6% | +1,262.3% | -1,148.7% | +22.3% |
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