+237.9%
C vs PAYC
+1,262.3%
-1,024.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +1.7% |
| 7D | -2.4% | -10.2% | +7.8% | +0.1% |
| 30D | -6.0% | +6.1% | -12.1% | -7.5% |
| 3M | -10.5% | +10.1% | -20.6% | -13.0% |
| 6M | -5.7% | +88.6% | -94.3% | -21.2% |
| YTD | +4.1% | +50.0% | -45.8% | -8.6% |
| 1Y | +20.5% | +46.1% | -25.6% | +6.4% |
| 3Y | +208.1% | +51.2% | +157.0% | +163.3% |
| 5Y | +110.4% | -51.7% | +162.1% | +127.6% |
| 10Y | +234.6% | +467.4% | -232.7% | +113.0% |
| All | +237.9% | +1,262.3% | -1,024.4% | +93.4% |
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