-10.8%
DOW vs PAYC
+30.0%
-40.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.6% | -2.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | +0.4% | +32.8% | -32.4% | -7.4% |
| 3M | -14.4% | +69.3% | -83.7% | -26.3% |
| 6M | -7.0% | +74.0% | -80.9% | -21.0% |
| YTD | +30.2% | +46.4% | -16.2% | +15.2% |
| 1Y | +29.2% | +4.2% | +25.0% | +25.3% |
| 3Y | -36.7% | -19.7% | -17.0% | -37.0% |
| 5Y | -37.7% | -52.0% | +14.3% | -30.3% |
| All | -10.8% | +30.0% | -40.9% | -33.4% |
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