+568.2%
EW vs PAYC
+1,229.9%
-661.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.9% |
| 7D | -0.3% | -2.9% | +2.5% | +0.3% |
| 30D | +1.0% | +32.8% | -31.7% | -5.7% |
| 3M | +2.8% | +69.3% | -66.5% | -9.4% |
| 6M | +5.5% | +74.0% | -68.5% | -8.2% |
| YTD | +5.5% | +46.4% | -41.0% | -5.0% |
| 1Y | +11.0% | +4.2% | +6.9% | +7.8% |
| 3Y | +17.7% | -19.7% | +37.4% | +15.4% |
| 5Y | -25.7% | -52.0% | +26.3% | -20.0% |
| 10Y | +132.8% | +356.9% | -224.1% | +62.6% |
| All | +568.2% | +1,229.9% | -661.6% | +354.7% |
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