+104.7%
IBM vs PAYC
+1,229.9%
-1,125.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | +0.3% | +32.8% | -32.5% | -4.6% |
| 3M | -21.6% | +69.3% | -90.9% | -28.2% |
| 6M | -4.7% | +74.0% | -78.7% | -13.2% |
| YTD | -19.1% | +46.4% | -65.5% | -24.5% |
| 1Y | -2.5% | +4.2% | -6.7% | -4.7% |
| 3Y | +74.2% | -19.7% | +93.9% | +71.8% |
| 5Y | +113.1% | -52.0% | +165.2% | +121.0% |
| 10Y | +133.5% | +356.9% | -223.4% | +74.8% |
| All | +104.7% | +1,229.9% | -1,125.2% | +44.4% |
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