-4.1%
APA vs PAYC
+352.8%
-357.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.8% | -10.2% | +11.0% | +4.1% |
| 30D | +9.6% | +2.0% | +7.7% | +8.7% |
| 3M | +18.0% | +58.3% | -40.3% | +0.4% |
| 6M | +41.9% | +64.5% | -22.6% | +18.3% |
| YTD | +86.3% | +36.5% | +49.8% | +63.9% |
| 1Y | +97.9% | -1.3% | +99.1% | +92.2% |
| 3Y | +12.8% | -22.1% | +34.9% | +11.8% |
| 5Y | +177.2% | -53.3% | +230.5% | +215.3% |
| All | -4.1% | +352.8% | -357.0% | -31.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling