+7.2%
DVN vs PAYC
+1,137.5%
-1,130.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -0.1% | -8.7% | +8.6% | +2.3% |
| 30D | +8.0% | +1.2% | +6.8% | +7.4% |
| 3M | +11.9% | +58.6% | -46.7% | -3.1% |
| 6M | +10.6% | +56.6% | -46.0% | -4.6% |
| YTD | +35.4% | +36.2% | -0.9% | +20.7% |
| 1Y | +46.5% | -2.2% | +48.7% | +43.1% |
| 3Y | +3.0% | -22.3% | +25.3% | +1.7% |
| 5Y | +120.5% | -53.9% | +174.4% | +144.8% |
| 10Y | +62.5% | +347.5% | -285.0% | +2.9% |
| All | +7.2% | +1,137.5% | -1,130.3% | -45.8% |
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