+179.0%
IT vs PAYC
+1,229.9%
-1,050.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -3.6% |
| 7D | -6.0% | -2.9% | -3.2% | -5.2% |
| 30D | 0.0% | +32.8% | -32.7% | -8.2% |
| 3M | +13.1% | +69.3% | -56.2% | -2.4% |
| 6M | +11.7% | +74.0% | -62.3% | -4.3% |
| YTD | -26.1% | +46.4% | -72.5% | -33.7% |
| 1Y | -21.3% | +4.2% | -25.4% | -23.3% |
| 3Y | -46.7% | -19.7% | -27.0% | -47.2% |
| 5Y | -40.5% | -52.0% | +11.5% | -35.0% |
| 10Y | +103.9% | +356.9% | -253.0% | +51.0% |
| All | +179.0% | +1,229.9% | -1,050.8% | +101.1% |
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