+590.9%
JPM vs PAYC
+358.9%
+232.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.5% |
| 7D | -0.7% | -5.5% | +4.8% | +0.5% |
| 30D | -2.5% | +3.8% | -6.2% | -3.3% |
| 3M | +14.1% | +65.8% | -51.7% | +1.2% |
| 6M | +25.1% | +68.7% | -43.6% | +9.6% |
| YTD | +12.1% | +38.3% | -26.2% | +2.3% |
| 1Y | +18.8% | -2.4% | +21.2% | +17.1% |
| 3Y | +163.4% | -21.5% | +185.0% | +161.2% |
| 5Y | +156.5% | -52.7% | +209.3% | +178.2% |
| All | +590.9% | +358.9% | +232.0% | +406.9% |
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 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