-2.1%
BROS vs PAYC
-45.2%
+43.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +6.3% | +4.9% | +1.4% | +4.4% |
| 30D | -8.3% | +4.1% | -12.5% | -9.3% |
| 3M | -29.8% | +11.5% | -41.3% | -32.4% |
| 6M | -25.8% | +85.3% | -111.1% | -44.4% |
| YTD | -41.4% | +57.3% | -98.6% | -53.5% |
| 1Y | -35.2% | +52.6% | -87.7% | -47.8% |
| 3Y | +32.8% | +48.3% | -15.5% | +4.8% |
| 5Y | -42.2% | -47.8% | +5.7% | -7.4% |
| All | -2.1% | -45.2% | +43.1% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling