+380.6%
BLK vs PAYC
+1,140.1%
-759.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.2% | -10.2% | +5.0% | -2.8% |
| 30D | -7.0% | +2.0% | -9.0% | -7.5% |
| 3M | +5.7% | +58.3% | -52.6% | -6.5% |
| 6M | +11.0% | +64.5% | -53.5% | -3.5% |
| YTD | +0.9% | +36.5% | -35.6% | -8.6% |
| 1Y | -1.6% | -1.3% | -0.3% | -3.6% |
| 3Y | +64.5% | -22.1% | +86.6% | +62.6% |
| 5Y | +30.9% | -53.3% | +84.2% | +42.7% |
| 10Y | +275.1% | +348.5% | -73.3% | +156.7% |
| All | +380.6% | +1,140.1% | -759.5% | +183.1% |
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