+183.2%
EWJ vs PAYC
+1,229.9%
-1,046.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.8% |
| 7D | +2.5% | -2.9% | +5.4% | +2.9% |
| 30D | +3.3% | +32.8% | -29.5% | -0.7% |
| 3M | +5.0% | +69.3% | -64.3% | -2.5% |
| 6M | +11.5% | +74.0% | -62.4% | +2.8% |
| YTD | +22.4% | +46.4% | -24.0% | +15.2% |
| 1Y | +30.2% | +4.2% | +26.0% | +28.2% |
| 3Y | +72.8% | -19.7% | +92.6% | +71.5% |
| 5Y | +54.1% | -52.0% | +106.2% | +60.7% |
| 10Y | +140.6% | +356.9% | -216.3% | +85.4% |
| All | +183.2% | +1,229.9% | -1,046.6% | +104.1% |
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