+213.3%
DTE vs PAYC
+1,137.5%
-924.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | 0.0% | -8.7% | +8.8% | +1.0% |
| 30D | -0.5% | +1.2% | -1.7% | -0.7% |
| 3M | -6.0% | +58.6% | -64.6% | -11.4% |
| 6M | -7.2% | +56.6% | -63.8% | -12.7% |
| YTD | +7.2% | +36.2% | -29.1% | +2.3% |
| 1Y | +4.1% | -2.2% | +6.2% | +3.3% |
| 3Y | +46.9% | -22.3% | +69.2% | +46.2% |
| 5Y | +32.9% | -53.9% | +86.8% | +38.4% |
| 10Y | +144.5% | +347.5% | -203.0% | +111.1% |
| All | +213.3% | +1,137.5% | -924.2% | +158.7% |
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 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