+231.1%
ECL vs PAYC
+1,328.4%
-1,097.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.6% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +6.6% | +5.2% | +1.4% | +5.4% |
| 3M | +9.6% | +18.0% | -8.3% | +5.8% |
| 6M | +21.6% | +81.6% | -60.0% | +6.5% |
| YTD | +16.9% | +57.3% | -40.4% | +4.5% |
| 1Y | +17.9% | +49.8% | -31.9% | +6.4% |
| 3Y | +76.5% | +49.0% | +27.5% | +55.2% |
| 5Y | +36.6% | -47.8% | +84.5% | +43.7% |
| 10Y | +193.2% | +515.8% | -322.7% | +109.9% |
| All | +231.1% | +1,328.4% | -1,097.3% | +118.6% |
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