-29.9%
COMP vs PAYC
-51.7%
+21.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.8% |
| 7D | +1.4% | -2.9% | +4.2% | +3.1% |
| 30D | -13.3% | +32.8% | -46.1% | -29.2% |
| 3M | +41.1% | +69.3% | -28.2% | -3.3% |
| 6M | +17.2% | +74.0% | -56.8% | -23.5% |
| YTD | +5.2% | +46.4% | -41.2% | -23.1% |
| 1Y | +18.9% | +4.2% | +14.8% | +10.0% |
| 3Y | +215.9% | -19.7% | +235.6% | +221.6% |
| All | -29.9% | -51.7% | +21.8% | -4.3% |
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