+117.3%
ITUB vs PAYC
-22.6%
+139.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +1.0% | -10.2% | +11.2% | +1.2% |
| 30D | +10.7% | +2.0% | +8.7% | +10.6% |
| 3M | +10.1% | +58.3% | -48.2% | +8.3% |
| 6M | -0.1% | +64.5% | -64.6% | -2.0% |
| YTD | +18.4% | +36.5% | -18.1% | +18.0% |
| 1Y | +31.3% | -1.3% | +32.5% | +34.8% |
| All | +117.3% | -22.6% | +139.9% | +122.6% |
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