-60.5%
JD vs PAYC
-50.6%
-9.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.7% |
| 7D | -1.7% | -2.9% | +1.2% | -1.1% |
| 30D | -13.2% | +32.8% | -45.9% | -19.4% |
| 3M | -3.2% | +69.3% | -72.5% | -15.6% |
| 6M | +15.2% | +74.0% | -58.7% | -1.0% |
| YTD | +2.0% | +46.4% | -44.4% | -8.7% |
| 1Y | -5.4% | +4.2% | -9.5% | -7.4% |
| 3Y | -9.1% | -19.7% | +10.6% | -7.4% |
| All | -60.5% | -50.6% | -9.9% | -58.3% |
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