+644.0%
GLW vs PAYC
+1,266.0%
-622.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -11.1% | -9.5% | -1.6% | -9.5% |
| 30D | -28.4% | +2.5% | -30.9% | -28.9% |
| 3M | -28.8% | +11.7% | -40.5% | -30.6% |
| 6M | -39.8% | +74.6% | -114.4% | -47.2% |
| YTD | +28.7% | +50.4% | -21.6% | +14.9% |
| 1Y | +27.7% | +44.0% | -16.3% | +15.1% |
| 3Y | +331.3% | +42.5% | +288.9% | +279.2% |
| 5Y | +233.4% | -50.3% | +283.7% | +256.2% |
| 10Y | +521.8% | +521.2% | +0.6% | +305.0% |
| All | +644.0% | +1,266.0% | -622.0% | +354.1% |
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