-23.0%
BBWI vs PAYC
+1,292.9%
-1,316.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | -7.7% | -9.5% | +1.8% | -5.2% |
| 30D | +24.8% | +3.3% | +21.5% | +23.8% |
| 3M | +16.2% | +14.5% | +1.7% | +12.0% |
| 6M | +15.8% | +76.0% | -60.2% | -2.8% |
| YTD | +11.4% | +53.4% | -41.9% | -3.5% |
| 1Y | +3.2% | +43.8% | -40.6% | -9.0% |
| 3Y | -23.5% | +45.3% | -68.8% | -33.8% |
| 5Y | -67.4% | -48.9% | -18.5% | -64.7% |
| 10Y | -46.0% | +500.5% | -546.5% | -60.9% |
| All | -23.0% | +1,292.9% | -1,316.0% | -46.6% |
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