+52.1%
JD vs PAYC
+1,692.5%
-1,640.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +0.4% | -9.5% | +9.9% | +2.8% |
| 30D | +4.2% | +3.3% | +1.0% | +3.0% |
| 3M | -12.8% | +14.5% | -27.3% | -16.3% |
| 6M | -8.8% | +76.0% | -84.8% | -23.0% |
| YTD | +0.5% | +53.4% | -52.9% | -12.9% |
| 1Y | -8.8% | +43.8% | -52.6% | -19.6% |
| 3Y | +18.6% | +45.3% | -26.7% | +0.1% |
| 5Y | -62.2% | -48.9% | -13.3% | -59.4% |
| 10Y | +32.2% | +500.5% | -468.3% | -22.2% |
| All | +52.1% | +1,692.5% | -1,640.4% | -19.0% |
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