+54.3%
JD vs PAYC
+1,611.3%
-1,557.0%
-79.1%
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% | +2.8% |
| 7D | -1.7% | -2.9% | +1.2% | -1.0% |
| 30D | -13.2% | +32.8% | -45.9% | -20.1% |
| 3M | -3.2% | +69.3% | -72.5% | -16.9% |
| 6M | +15.2% | +74.0% | -58.7% | -2.7% |
| YTD | +2.0% | +46.4% | -44.4% | -10.2% |
| 1Y | -5.4% | +4.2% | -9.5% | -8.9% |
| 3Y | -9.1% | -19.7% | +10.6% | -11.3% |
| 5Y | -59.6% | -52.0% | -7.6% | -55.8% |
| 10Y | +26.2% | +356.9% | -330.7% | -22.0% |
| All | +54.3% | +1,611.3% | -1,557.0% | -16.5% |
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