-50.4%
COMP vs PAYC
-35.7%
-14.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.8% |
| 7D | +7.2% | -9.5% | +16.7% | +13.6% |
| 30D | +6.4% | +2.5% | +3.9% | +4.6% |
| 3M | -19.4% | +11.7% | -31.1% | -25.1% |
| 6M | +14.6% | +74.6% | -60.1% | -23.4% |
| YTD | -5.5% | +50.4% | -55.9% | -32.2% |
| 1Y | +13.7% | +44.0% | -30.4% | -16.2% |
| 3Y | +409.7% | +42.5% | +367.2% | +259.3% |
| 5Y | -17.0% | -50.3% | +33.2% | +14.7% |
| All | -50.4% | -35.7% | -14.8% | -41.0% |
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 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