+327.3%
ITW vs PAYC
+1,137.5%
-810.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -1.9% | -8.7% | +6.9% | -0.3% |
| 30D | -10.4% | +1.2% | -11.5% | -10.6% |
| 3M | +3.5% | +58.6% | -55.1% | -5.6% |
| 6M | -3.4% | +56.6% | -60.0% | -12.2% |
| YTD | +8.5% | +36.2% | -27.7% | +0.8% |
| 1Y | +3.2% | -2.2% | +5.4% | +1.9% |
| 3Y | +18.9% | -22.3% | +41.2% | +18.2% |
| 5Y | +35.0% | -53.9% | +88.9% | +43.9% |
| 10Y | +188.6% | +347.5% | -158.9% | +115.9% |
| All | +327.3% | +1,137.5% | -810.2% | +193.5% |
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