+235.9%
GM vs PAYC
+1,137.5%
-901.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.0% |
| 7D | -1.1% | -8.7% | +7.6% | +0.8% |
| 30D | -4.6% | +1.2% | -5.7% | -4.9% |
| 3M | +0.2% | +58.6% | -58.4% | -10.7% |
| 6M | +12.6% | +56.6% | -44.0% | -0.2% |
| YTD | +3.7% | +36.2% | -32.6% | -5.5% |
| 1Y | +45.6% | -2.2% | +47.8% | +43.1% |
| 3Y | +162.0% | -22.3% | +184.3% | +159.4% |
| 5Y | +80.5% | -53.9% | +134.3% | +95.9% |
| 10Y | +231.3% | +347.5% | -116.2% | +149.9% |
| All | +235.9% | +1,137.5% | -901.5% | +141.2% |
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