+115.6%
ALLY vs PAYC
+1,257.3%
-1,141.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.2% | -11.1% | +10.9% | +3.0% |
| 30D | +3.4% | +1.8% | +1.6% | +2.8% |
| 3M | -11.1% | +10.2% | -21.2% | -13.7% |
| 6M | -11.5% | +73.5% | -85.0% | -25.9% |
| YTD | -12.3% | +49.4% | -61.8% | -24.2% |
| 1Y | +1.1% | +47.2% | -46.1% | -12.3% |
| 3Y | +64.8% | +44.4% | +20.4% | +39.9% |
| 5Y | -6.9% | -52.1% | +45.2% | +2.9% |
| 10Y | +194.9% | +474.3% | -279.3% | +94.6% |
| All | +115.6% | +1,257.3% | -1,141.7% | +23.6% |
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