+222.6%
GE vs PAYC
+1,328.4%
-1,105.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.9% |
| 7D | +5.1% | -0.5% | +5.6% | +5.1% |
| 30D | +7.6% | +5.2% | +2.4% | +6.4% |
| 3M | -9.3% | +18.0% | -27.3% | -12.2% |
| 6M | +11.5% | +81.6% | -70.1% | -1.2% |
| YTD | +7.9% | +57.3% | -49.4% | -2.7% |
| 1Y | +7.6% | +49.8% | -42.2% | -2.1% |
| 3Y | +265.9% | +49.0% | +216.9% | +226.8% |
| 5Y | +405.9% | -47.8% | +453.8% | +428.4% |
| 10Y | +149.6% | +515.8% | -366.2% | +88.8% |
| All | +222.6% | +1,328.4% | -1,105.8% | +131.5% |
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