-30.9%
BBWI vs PAYC
+1,229.9%
-1,260.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +3.8% |
| 7D | +1.5% | -2.9% | +4.4% | +2.3% |
| 30D | -5.2% | +32.8% | -37.9% | -13.2% |
| 3M | +11.1% | +69.3% | -58.2% | -5.5% |
| 6M | -13.4% | +74.0% | -87.3% | -27.5% |
| YTD | +0.1% | +46.4% | -46.3% | -12.3% |
| 1Y | -36.1% | +4.2% | -40.3% | -38.5% |
| 3Y | -44.1% | -19.7% | -24.4% | -44.9% |
| 5Y | -66.2% | -52.0% | -14.2% | -63.0% |
| 10Y | -54.8% | +356.9% | -411.7% | -66.1% |
| All | -30.9% | +1,229.9% | -1,260.7% | -51.4% |
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