+132.0%
ES vs PAYC
+1,257.3%
-1,125.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.1% | -11.1% | +11.0% | +1.2% |
| 30D | +5.7% | +1.8% | +3.9% | +5.4% |
| 3M | -2.8% | +10.2% | -13.0% | -4.0% |
| 6M | +7.0% | +73.5% | -66.6% | -0.3% |
| YTD | +6.8% | +49.4% | -42.7% | +0.8% |
| 1Y | -0.5% | +47.2% | -47.7% | -5.9% |
| 3Y | +47.2% | +44.4% | +2.7% | +38.0% |
| 5Y | +2.3% | -52.1% | +54.4% | +5.7% |
| 10Y | +85.6% | +474.3% | -388.6% | +57.9% |
| All | +132.0% | +1,257.3% | -1,125.4% | +91.1% |
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