-4.4%
DDOG vs PAYC
-47.7%
+43.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.3% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | -34.9% | +5.2% | -40.0% | -37.2% |
| 3M | -23.4% | +18.0% | -41.4% | -30.9% |
| 6M | -7.7% | +81.6% | -89.4% | -39.3% |
| YTD | +35.6% | +57.3% | -21.6% | -2.7% |
| 1Y | -3.4% | +49.8% | -53.2% | -28.9% |
| 3Y | +78.0% | +49.0% | +29.0% | +17.1% |
| 5Y | -4.4% | -47.8% | +43.4% | +62.7% |
| All | -4.4% | -47.7% | +43.3% | +62.7% |
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