+41.3%
ICE vs PAYC
-22.8%
+64.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -0.9% | -8.7% | +7.9% | +0.1% |
| 30D | +4.0% | +1.2% | +2.8% | +3.9% |
| 3M | +11.0% | +58.6% | -47.6% | +5.6% |
| 6M | -5.0% | +56.6% | -61.6% | -9.7% |
| YTD | -2.7% | +36.2% | -38.9% | -7.0% |
| 1Y | -8.6% | -2.2% | -6.4% | -11.1% |
| All | +41.3% | -22.8% | +64.1% | +44.9% |
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