+397.0%
JCI vs PAYC
+1,229.9%
-832.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.5% |
| 7D | +3.8% | -2.9% | +6.7% | +4.3% |
| 30D | -5.7% | +32.8% | -38.4% | -10.6% |
| 3M | -1.4% | +69.3% | -70.7% | -10.9% |
| 6M | +4.1% | +74.0% | -69.8% | -7.1% |
| YTD | +21.7% | +46.4% | -24.7% | +11.7% |
| 1Y | +36.1% | +4.2% | +32.0% | +33.0% |
| 3Y | +154.4% | -19.7% | +174.2% | +152.0% |
| 5Y | +112.0% | -52.0% | +164.1% | +125.6% |
| 10Y | +322.2% | +356.9% | -34.7% | +221.8% |
| All | +397.0% | +1,229.9% | -832.9% | +259.5% |
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