+40.0%
IWM vs PAYC
-53.3%
+93.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.7% |
| 7D | +1.4% | -7.9% | +9.3% | +3.2% |
| 30D | -2.3% | +2.1% | -4.4% | -2.9% |
| 3M | +4.0% | +61.8% | -57.8% | -8.2% |
| 6M | +17.9% | +59.9% | -42.0% | +3.6% |
| YTD | +20.2% | +38.5% | -18.3% | +9.2% |
| 1Y | +25.0% | -1.4% | +26.3% | +24.1% |
| 3Y | +66.0% | -21.0% | +87.0% | +68.3% |
| 5Y | +40.0% | -52.9% | +93.0% | +52.3% |
| All | +40.0% | -53.3% | +93.3% | +52.3% |
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