+117.9%
IYR vs PAYC
+1,158.0%
-1,040.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.9% |
| 7D | -0.4% | -7.9% | +7.5% | +1.0% |
| 30D | -2.5% | +2.1% | -4.7% | -3.0% |
| 3M | +1.5% | +61.8% | -60.3% | -7.8% |
| 6M | +3.9% | +59.9% | -56.1% | -6.0% |
| YTD | +9.5% | +38.5% | -29.0% | +1.5% |
| 1Y | +7.5% | -1.4% | +8.8% | +5.9% |
| 3Y | +30.8% | -21.0% | +51.8% | +29.4% |
| 5Y | +4.8% | -52.9% | +57.7% | +11.2% |
| 10Y | +64.3% | +332.8% | -268.5% | +29.0% |
| All | +117.9% | +1,158.0% | -1,040.2% | +66.5% |
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