-19.1%
IP vs PAYC
+5.6%
-24.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +2.2% |
| 7D | -5.3% | -2.9% | -2.4% | -5.3% |
| 30D | -10.9% | +32.8% | -43.6% | -10.8% |
| 3M | +11.2% | +69.3% | -58.1% | +9.5% |
| 6M | -10.2% | +74.0% | -84.2% | -11.5% |
| YTD | -2.0% | +46.4% | -48.4% | +0.8% |
| 1Y | -19.1% | +4.2% | -23.3% | -12.3% |
| All | -19.1% | +5.6% | -24.7% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling