+62.0%
HYG vs PAYC
+1,140.1%
-1,078.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.7% | -10.2% | +9.4% | +0.1% |
| 30D | -0.6% | +2.0% | -2.5% | -0.8% |
| 3M | +0.4% | +58.3% | -57.9% | -3.5% |
| 6M | +1.2% | +64.5% | -63.3% | -3.2% |
| YTD | +1.5% | +36.5% | -35.1% | -1.6% |
| 1Y | +3.2% | -1.3% | +4.4% | +2.6% |
| 3Y | +25.9% | -22.1% | +48.0% | +25.5% |
| 5Y | +18.6% | -53.3% | +71.9% | +21.5% |
| 10Y | +55.8% | +348.5% | -292.7% | +36.4% |
| All | +62.0% | +1,140.1% | -1,078.2% | +37.0% |
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