+176.0%
DUK vs PAYC
+1,137.5%
-961.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -0.1% | -8.7% | +8.6% | +0.7% |
| 30D | +0.2% | +1.2% | -0.9% | +0.1% |
| 3M | -1.9% | +58.6% | -60.5% | -6.2% |
| 6M | -6.5% | +56.6% | -63.1% | -10.8% |
| YTD | +5.4% | +36.2% | -30.8% | +1.8% |
| 1Y | +3.6% | -2.2% | +5.7% | +3.0% |
| 3Y | +48.1% | -22.3% | +70.4% | +47.5% |
| 5Y | +39.6% | -53.9% | +93.4% | +44.0% |
| 10Y | +131.8% | +347.5% | -215.7% | +106.6% |
| All | +176.0% | +1,137.5% | -961.5% | +142.2% |
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