-68.8%
BBWI vs PAYC
-53.8%
-15.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.7% | -5.8% |
| 7D | -4.4% | -8.7% | +4.3% | -1.8% |
| 30D | -7.4% | +1.2% | -8.6% | -7.8% |
| 3M | -2.2% | +58.6% | -60.8% | -17.0% |
| 6M | -16.3% | +56.6% | -72.9% | -29.4% |
| YTD | -9.1% | +36.2% | -45.4% | -19.9% |
| 1Y | -34.5% | -2.2% | -32.3% | -35.5% |
| 3Y | -47.0% | -22.3% | -24.7% | -45.9% |
| 5Y | -68.8% | -53.9% | -15.0% | -66.5% |
| All | -68.8% | -53.8% | -15.0% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling