+142.8%
DD vs PAYC
+1,328.5%
-1,185.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.0% | +4.9% | +0.1% | +3.9% |
| 30D | +19.7% | +4.1% | +15.6% | +18.5% |
| 3M | +7.2% | +11.5% | -4.3% | +4.5% |
| 6M | +1.0% | +85.3% | -84.2% | -12.8% |
| YTD | +29.1% | +57.3% | -28.2% | +14.2% |
| 1Y | +28.5% | +52.6% | -24.1% | +14.4% |
| 3Y | +89.4% | +48.3% | +41.2% | +67.0% |
| 5Y | +67.1% | -47.8% | +115.0% | +75.9% |
| 10Y | +97.5% | +515.9% | -418.3% | +37.3% |
| All | +142.8% | +1,328.5% | -1,185.8% | +51.0% |
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 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