-10.5%
COMP vs PAYC
-49.7%
+39.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.5% |
| 7D | +2.2% | -9.5% | +11.7% | +8.3% |
| 30D | +16.3% | +3.3% | +13.1% | +13.9% |
| 3M | -19.1% | +14.5% | -33.7% | -26.0% |
| 6M | +17.1% | +76.0% | -58.9% | -22.4% |
| YTD | -2.9% | +53.4% | -56.3% | -31.4% |
| 1Y | +8.8% | +43.8% | -35.0% | -19.8% |
| 3Y | +423.5% | +45.3% | +378.2% | +262.0% |
| 5Y | -10.5% | -48.9% | +38.4% | +41.5% |
| All | -10.5% | -49.7% | +39.2% | +41.5% |
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