+71.9%
DIS vs PAYC
+1,257.3%
-1,185.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +5.3% | -11.1% | +16.4% | +7.9% |
| 30D | +10.2% | +1.8% | +8.4% | +9.7% |
| 3M | +13.5% | +10.2% | +3.4% | +10.9% |
| 6M | +11.1% | +73.5% | -62.4% | -2.3% |
| YTD | +5.5% | +49.4% | -43.9% | -5.0% |
| 1Y | +9.1% | +47.2% | -38.1% | -1.4% |
| 3Y | +36.0% | +44.4% | -8.4% | +20.9% |
| 5Y | -29.8% | -52.1% | +22.3% | -25.0% |
| 10Y | +36.6% | +474.3% | -437.6% | +8.3% |
| All | +71.9% | +1,257.3% | -1,185.4% | +31.5% |
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