+321.2%
DIA vs PAYC
+1,229.9%
-908.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.3% |
| 30D | -1.5% | +32.8% | -34.3% | -6.7% |
| 3M | +3.8% | +69.3% | -65.5% | -6.2% |
| 6M | +10.3% | +74.0% | -63.7% | -1.4% |
| YTD | +12.1% | +46.4% | -34.3% | +3.2% |
| 1Y | +18.6% | +4.2% | +14.5% | +15.9% |
| 3Y | +60.6% | -19.7% | +80.4% | +58.7% |
| 5Y | +64.4% | -52.0% | +116.5% | +73.7% |
| 10Y | +250.1% | +356.9% | -106.8% | +161.9% |
| All | +321.2% | +1,229.9% | -908.6% | +193.3% |
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