+196.5%
ED vs PAYC
+1,229.9%
-1,033.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -1.1% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | -0.1% | +32.8% | -32.9% | -1.9% |
| 3M | +3.9% | +69.3% | -65.4% | +0.6% |
| 6M | -3.0% | +74.0% | -77.0% | -6.4% |
| YTD | +10.7% | +46.4% | -35.7% | +7.8% |
| 1Y | +13.3% | +4.2% | +9.2% | +12.6% |
| 3Y | +34.5% | -19.7% | +54.2% | +34.2% |
| 5Y | +67.1% | -52.0% | +119.2% | +70.6% |
| 10Y | +103.0% | +356.9% | -253.8% | +86.2% |
| All | +196.5% | +1,229.9% | -1,033.4% | +166.3% |
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