-51.6%
IT vs PAYC
-22.8%
-28.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.2% |
| 7D | -9.1% | -8.7% | -0.4% | -6.4% |
| 30D | -12.2% | +1.2% | -13.3% | -12.3% |
| 3M | +7.8% | +58.6% | -50.8% | -6.7% |
| 6M | +2.0% | +56.6% | -54.6% | -11.6% |
| YTD | -32.7% | +36.2% | -69.0% | -40.1% |
| 1Y | -31.1% | -2.2% | -28.9% | -35.0% |
| All | -51.6% | -22.8% | -28.8% | -54.3% |
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 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