+57.7%
D vs PAYC
+1,229.9%
-1,172.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.0% |
| 7D | +0.4% | -2.9% | +3.3% | +0.7% |
| 30D | -3.6% | +32.8% | -36.3% | -6.7% |
| 3M | -1.0% | +69.3% | -70.3% | -6.9% |
| 6M | +6.3% | +74.0% | -67.7% | -0.7% |
| YTD | +14.7% | +46.4% | -31.7% | +9.1% |
| 1Y | +16.9% | +4.2% | +12.8% | +15.4% |
| 3Y | +56.8% | -19.7% | +76.5% | +55.9% |
| 5Y | +5.2% | -52.0% | +57.2% | +8.9% |
| 10Y | +35.9% | +356.9% | -321.0% | +15.3% |
| All | +57.7% | +1,229.9% | -1,172.2% | +25.8% |
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