-54.2%
COMP vs PAYC
-32.4%
-21.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.8% | -1.4% | -4.1% |
| 7D | -1.8% | -4.1% | +2.3% | +0.9% |
| 30D | -0.8% | +12.4% | -13.2% | -7.3% |
| 3M | -28.1% | +43.3% | -71.4% | -43.9% |
| 6M | +27.0% | +90.7% | -63.7% | -20.5% |
| YTD | -12.8% | +58.0% | -70.8% | -39.0% |
| 1Y | +4.9% | +37.4% | -32.5% | -19.6% |
| 3Y | +321.0% | +61.1% | +259.9% | +173.4% |
| 5Y | -25.6% | -49.1% | +23.5% | +1.7% |
| All | -54.2% | -32.4% | -21.8% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling