-27.2%
JHX vs PAYC
-52.9%
+25.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -6.3% | -5.5% | -0.8% | -5.2% |
| 30D | -7.7% | +3.8% | -11.5% | -8.6% |
| 3M | +19.2% | +65.8% | -46.6% | +5.3% |
| 6M | +38.3% | +68.7% | -30.4% | +20.2% |
| YTD | +37.2% | +38.3% | -1.1% | +25.2% |
| 1Y | +42.3% | -2.4% | +44.7% | +42.7% |
| 3Y | -4.4% | -21.5% | +17.1% | -2.0% |
| All | -27.2% | -52.9% | +25.7% | -26.9% |
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