-10.7%
APTV vs PAYC
+1,158.0%
-1,168.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.8% | -3.1% |
| 7D | +2.0% | -7.9% | +9.9% | +4.3% |
| 30D | -7.7% | +2.1% | -9.8% | -8.4% |
| 3M | -34.0% | +61.8% | -95.8% | -43.6% |
| 6M | -37.1% | +59.9% | -97.0% | -46.6% |
| YTD | -39.9% | +38.5% | -78.4% | -47.0% |
| 1Y | -44.4% | -1.4% | -43.1% | -46.0% |
| 3Y | -54.5% | -21.0% | -33.5% | -55.8% |
| 5Y | -69.1% | -52.9% | -16.2% | -65.7% |
| 10Y | -20.0% | +332.8% | -352.8% | -46.0% |
| All | -10.7% | +1,158.0% | -1,168.7% | -46.0% |
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