+28.1%
IYR vs PAYC
-22.6%
+50.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.8% | -10.2% | +7.3% | -1.9% |
| 30D | -2.5% | +2.0% | -4.5% | -2.7% |
| 3M | -3.0% | +58.3% | -61.2% | -7.6% |
| 6M | +1.6% | +64.5% | -62.9% | -3.9% |
| YTD | +7.3% | +36.5% | -29.2% | +3.5% |
| 1Y | +5.6% | -1.3% | +6.9% | +5.8% |
| All | +28.1% | -22.6% | +50.8% | +33.8% |
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