+3.6%
ES vs PAYC
-52.1%
+55.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -2.4% |
| 7D | +1.9% | -10.2% | +12.1% | +2.9% |
| 30D | +7.1% | +6.1% | +0.9% | +6.4% |
| 3M | -1.9% | +10.1% | -12.0% | -3.0% |
| 6M | +4.4% | +88.6% | -84.3% | -2.6% |
| YTD | +7.3% | +50.0% | -42.7% | +2.4% |
| 1Y | +2.1% | +46.1% | -43.9% | -2.3% |
| 3Y | +41.8% | +51.2% | -9.3% | +34.6% |
| All | +3.6% | -52.1% | +55.8% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling