+72.4%
IBM vs PAYC
-22.2%
+94.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.3% |
| 7D | +0.3% | -7.9% | +8.2% | +1.7% |
| 30D | -1.5% | +2.1% | -3.6% | -1.9% |
| 3M | -16.8% | +61.8% | -78.5% | -24.1% |
| 6M | -9.0% | +59.9% | -69.0% | -17.1% |
| YTD | -20.1% | +38.5% | -58.6% | -26.0% |
| 1Y | -7.0% | -1.4% | -5.6% | -10.6% |
| 3Y | +72.4% | -21.0% | +93.4% | +65.8% |
| All | +72.4% | -22.2% | +94.6% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling