-34.5%
AR vs PAYC
+1,229.9%
-1,264.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | +2.5% | -2.9% | +5.4% | +3.0% |
| 30D | +14.8% | +32.8% | -18.0% | +8.1% |
| 3M | +6.2% | +69.3% | -63.1% | -4.9% |
| 6M | +4.3% | +74.0% | -69.7% | -7.5% |
| YTD | +14.4% | +46.4% | -32.0% | +4.5% |
| 1Y | +21.3% | +4.2% | +17.2% | +18.2% |
| 3Y | +39.8% | -19.7% | +59.5% | +38.2% |
| 5Y | +142.1% | -52.0% | +194.1% | +158.8% |
| 10Y | +52.0% | +356.9% | -304.9% | +9.2% |
| All | -34.5% | +1,229.9% | -1,264.4% | -59.6% |
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