+59.0%
JD vs PAYC
+1,653.0%
-1,594.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.7% | +2.9% |
| 7D | +13.4% | -10.2% | +23.5% | +16.3% |
| 30D | +7.7% | +6.1% | +1.5% | +5.7% |
| 3M | -11.3% | +10.1% | -21.3% | -14.0% |
| 6M | -5.1% | +88.6% | -93.8% | -21.6% |
| YTD | +5.0% | +50.0% | -44.9% | -8.5% |
| 1Y | -5.6% | +46.1% | -51.7% | -17.3% |
| 3Y | +17.8% | +51.2% | -33.4% | -1.8% |
| 5Y | -57.2% | -51.7% | -5.5% | -53.3% |
| 10Y | +34.8% | +467.4% | -432.6% | -19.8% |
| All | +59.0% | +1,653.0% | -1,594.1% | -14.8% |
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