+10.5%
COMP vs PAYC
+83.8%
-73.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.1% | +15.8% | +11.3% |
| 7D | +13.4% | -10.2% | +23.6% | +15.2% |
| 30D | +11.1% | +6.1% | +5.0% | +11.2% |
| 3M | -18.8% | +10.1% | -28.9% | -18.8% |
| 6M | +10.5% | +88.6% | -78.1% | +10.0% |
| All | +10.5% | +83.8% | -73.3% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling