+279.1%
JNJ vs PAYC
+1,137.5%
-858.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.6% |
| 7D | -3.0% | -8.7% | +5.8% | -2.2% |
| 30D | +2.5% | +1.2% | +1.4% | +2.4% |
| 3M | +13.2% | +58.6% | -45.4% | +8.5% |
| 6M | +11.3% | +56.6% | -45.3% | +6.5% |
| YTD | +31.1% | +36.2% | -5.1% | +26.8% |
| 1Y | +54.3% | -2.2% | +56.5% | +53.5% |
| 3Y | +81.1% | -22.3% | +103.4% | +80.5% |
| 5Y | +82.7% | -53.9% | +136.6% | +88.4% |
| 10Y | +196.5% | +347.5% | -151.0% | +139.0% |
| All | +279.1% | +1,137.5% | -858.4% | +177.9% |
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 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