-47.9%
CMCSA vs PAYC
-54.1%
+6.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.3% |
| 7D | -8.3% | -8.7% | +0.5% | -6.9% |
| 30D | -2.4% | +1.2% | -3.6% | -2.7% |
| 3M | +4.5% | +58.6% | -54.1% | -3.9% |
| 6M | -18.8% | +56.6% | -75.4% | -25.4% |
| YTD | -8.9% | +36.2% | -45.2% | -14.5% |
| 1Y | -18.3% | -2.2% | -16.1% | -18.9% |
| 3Y | -35.0% | -22.3% | -12.7% | -34.7% |
| All | -47.9% | -54.1% | +6.2% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling