+134.5%
IBM vs PAYC
+352.8%
-218.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -0.3% | -10.2% | +9.9% | +1.6% |
| 30D | -1.8% | +2.0% | -3.8% | -2.3% |
| 3M | -13.5% | +58.3% | -71.7% | -20.8% |
| 6M | -5.1% | +64.5% | -69.6% | -13.8% |
| YTD | -19.4% | +36.5% | -55.9% | -24.6% |
| 1Y | -6.5% | -1.3% | -5.3% | -8.1% |
| 3Y | +73.8% | -22.1% | +95.9% | +72.1% |
| 5Y | +116.3% | -53.3% | +169.6% | +127.4% |
| All | +134.5% | +352.8% | -218.3% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling