-14.6%
GAP vs PAYC
+1,292.9%
-1,307.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.5% |
| 7D | -9.3% | -9.5% | +0.2% | -6.9% |
| 30D | -5.5% | +3.3% | -8.7% | -6.3% |
| 3M | +3.5% | +14.5% | -11.0% | -0.4% |
| 6M | +0.7% | +76.0% | -75.4% | -15.1% |
| YTD | -13.4% | +53.4% | -66.7% | -25.0% |
| 1Y | -7.7% | +43.8% | -51.5% | -18.6% |
| 3Y | +74.4% | +45.3% | +29.1% | +49.0% |
| 5Y | +5.3% | -48.9% | +54.2% | +14.6% |
| 10Y | +4.7% | +500.5% | -495.9% | -24.4% |
| All | -14.6% | +1,292.9% | -1,307.6% | -43.7% |
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