+192.5%
JNJ vs PAYC
+358.9%
-166.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -3.5% | -5.5% | +2.0% | -3.0% |
| 30D | +2.3% | +3.8% | -1.5% | +2.0% |
| 3M | +12.0% | +65.8% | -53.8% | +6.8% |
| 6M | +10.5% | +68.7% | -58.2% | +4.9% |
| YTD | +30.4% | +38.3% | -8.0% | +25.9% |
| 1Y | +52.1% | -2.4% | +54.5% | +51.5% |
| 3Y | +77.8% | -21.5% | +99.4% | +77.4% |
| 5Y | +82.9% | -52.7% | +135.6% | +89.5% |
| All | +192.5% | +358.9% | -166.3% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling