+134.4%
ES vs PAYC
+1,229.9%
-1,095.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.2% |
| 7D | +0.3% | -2.9% | +3.2% | +0.6% |
| 30D | -2.0% | +32.8% | -34.7% | -5.4% |
| 3M | +1.7% | +69.3% | -67.6% | -4.7% |
| 6M | -3.5% | +74.0% | -77.5% | -10.2% |
| YTD | +7.9% | +46.4% | -38.5% | +2.3% |
| 1Y | +17.2% | +4.2% | +13.0% | +15.5% |
| 3Y | +29.3% | -19.7% | +49.0% | +28.5% |
| 5Y | -5.7% | -52.0% | +46.3% | -2.6% |
| 10Y | +85.2% | +356.9% | -271.7% | +59.2% |
| All | +134.4% | +1,229.9% | -1,095.4% | +93.8% |
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