+133.1%
ES vs PAYC
+1,262.3%
-1,129.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.2% | -2.3% |
| 7D | +1.9% | -10.2% | +12.1% | +3.1% |
| 30D | +7.1% | +6.1% | +0.9% | +6.3% |
| 3M | -1.9% | +10.1% | -12.0% | -3.2% |
| 6M | +4.4% | +88.6% | -84.3% | -3.8% |
| YTD | +7.3% | +50.0% | -42.7% | +1.3% |
| 1Y | +2.1% | +46.1% | -43.9% | -3.3% |
| 3Y | +41.8% | +51.2% | -9.3% | +32.3% |
| 5Y | +1.4% | -51.7% | +53.1% | +4.7% |
| 10Y | +86.8% | +467.4% | -380.6% | +58.9% |
| All | +133.1% | +1,262.3% | -1,129.1% | +92.0% |
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