+8,339.4%
FIX vs PAYC
+1,328.4%
+7,011.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.4% |
| 7D | +16.9% | -0.5% | +17.4% | +16.9% |
| 30D | -30.6% | +5.2% | -35.8% | -31.6% |
| 3M | -35.1% | +18.0% | -53.1% | -37.6% |
| 6M | -44.0% | +81.6% | -125.6% | -51.7% |
| YTD | +21.0% | +57.3% | -36.2% | +6.3% |
| 1Y | +16.2% | +49.8% | -33.7% | +3.0% |
| 3Y | +506.9% | +49.0% | +457.9% | +429.7% |
| 5Y | +1,051.1% | -47.8% | +1,098.9% | +1,114.4% |
| 10Y | +3,647.6% | +515.8% | +3,131.8% | +2,518.9% |
| All | +8,339.4% | +1,328.4% | +7,011.0% | +5,403.5% |
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