+218.8%
EMR vs PAYC
+1,229.9%
-1,011.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.4% |
| 7D | -1.5% | -2.9% | +1.4% | -1.0% |
| 30D | -5.6% | +32.8% | -38.4% | -11.3% |
| 3M | +7.9% | +69.3% | -61.3% | -3.9% |
| 6M | +6.0% | +74.0% | -68.0% | -7.0% |
| YTD | +16.4% | +46.4% | -30.0% | +5.6% |
| 1Y | +16.6% | +4.2% | +12.5% | +13.4% |
| 3Y | +62.9% | -19.7% | +82.6% | +61.0% |
| 5Y | +60.1% | -52.0% | +112.1% | +70.9% |
| 10Y | +268.8% | +356.9% | -88.1% | +168.1% |
| All | +218.8% | +1,229.9% | -1,011.0% | +116.0% |
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