+367.9%
APP vs PAYC
-43.0%
+410.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.4% |
| 7D | -4.4% | -8.7% | +4.4% | -0.1% |
| 30D | -10.0% | +1.2% | -11.2% | -10.8% |
| 3M | -41.4% | +58.6% | -100.0% | -57.4% |
| 6M | -41.0% | +56.6% | -97.6% | -57.0% |
| YTD | -54.7% | +36.2% | -91.0% | -64.6% |
| 1Y | -45.3% | -2.2% | -43.2% | -48.5% |
| 3Y | +624.3% | -22.3% | +646.6% | +623.3% |
| 5Y | +329.1% | -53.9% | +383.0% | +480.6% |
| All | +367.9% | -43.0% | +410.9% | +400.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling