-35.3%
CMCSA vs PAYC
-22.8%
-12.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.4% |
| 7D | -8.3% | -8.7% | +0.5% | -7.1% |
| 30D | -2.4% | +1.2% | -3.6% | -2.6% |
| 3M | +4.5% | +58.6% | -54.1% | -2.1% |
| 6M | -18.8% | +56.6% | -75.4% | -24.0% |
| YTD | -8.9% | +36.2% | -45.2% | -13.2% |
| 1Y | -18.3% | -2.2% | -16.1% | -18.7% |
| All | -35.3% | -22.8% | -12.5% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling