+173.0%
ITUB vs PAYC
+1,158.0%
-985.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +2.9% |
| 7D | +8.2% | -7.9% | +16.1% | +9.8% |
| 30D | +4.7% | +2.1% | +2.6% | +4.2% |
| 3M | +13.0% | +61.8% | -48.8% | +2.2% |
| 6M | +4.2% | +59.9% | -55.8% | -6.2% |
| YTD | +18.6% | +38.5% | -19.9% | +9.3% |
| 1Y | +31.3% | -1.4% | +32.6% | +29.1% |
| 3Y | +124.9% | -21.0% | +145.9% | +121.9% |
| 5Y | +195.6% | -52.9% | +248.5% | +214.6% |
| 10Y | +196.4% | +332.8% | -136.4% | +94.4% |
| All | +173.0% | +1,158.0% | -985.1% | +66.4% |
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