+23.8%
IWM vs PAYC
-48.2%
+72.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +4.9% | -3.4% | +0.3% |
| 30D | +2.3% | +4.1% | -1.9% | +1.2% |
| 3M | -8.3% | +11.5% | -19.8% | -10.8% |
| 6M | -1.3% | +85.3% | -86.6% | -15.9% |
| YTD | +13.5% | +57.3% | -43.8% | 0.0% |
| 1Y | +18.4% | +52.6% | -34.2% | +5.1% |
| 3Y | +69.6% | +48.3% | +21.3% | +48.6% |
| All | +23.8% | -48.2% | +72.0% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling