-40.5%
BIDU vs PAYC
+1,158.0%
-1,198.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.4% | -1.6% | -5.7% |
| 7D | -2.4% | -7.9% | +5.5% | -0.5% |
| 30D | -15.6% | +2.1% | -17.8% | -16.1% |
| 3M | -22.3% | +61.8% | -84.1% | -31.8% |
| 6M | -22.3% | +59.9% | -82.2% | -32.2% |
| YTD | -29.2% | +38.5% | -67.7% | -36.3% |
| 1Y | -14.8% | -1.4% | -13.4% | -16.8% |
| 3Y | -31.8% | -21.0% | -10.8% | -33.2% |
| 5Y | -43.1% | -52.9% | +9.8% | -37.8% |
| 10Y | -50.6% | +332.8% | -383.4% | -68.0% |
| All | -40.5% | +1,158.0% | -1,198.5% | -67.5% |
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 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