+52.0%
DIS vs PAYC
+1,229.9%
-1,177.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.0% |
| 7D | -2.6% | -2.9% | +0.3% | -2.0% |
| 30D | +3.5% | +32.8% | -29.3% | -3.0% |
| 3M | +6.8% | +69.3% | -62.5% | -5.3% |
| 6M | +3.0% | +74.0% | -71.0% | -9.8% |
| YTD | -6.7% | +46.4% | -53.1% | -15.4% |
| 1Y | -10.1% | +4.2% | -14.2% | -12.5% |
| 3Y | +33.0% | -19.7% | +52.8% | +31.5% |
| 5Y | -40.0% | -52.0% | +12.0% | -35.8% |
| 10Y | +21.1% | +356.9% | -335.8% | -2.4% |
| All | +52.0% | +1,229.9% | -1,177.9% | +17.0% |
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