+154.6%
JPM vs PAYC
-54.0%
+208.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.3% | -10.2% | +7.8% | -1.0% |
| 30D | -2.3% | +2.0% | -4.3% | -2.7% |
| 3M | +14.9% | +58.3% | -43.4% | +6.7% |
| 6M | +23.6% | +64.5% | -40.9% | +13.6% |
| YTD | +11.3% | +36.5% | -25.2% | +5.2% |
| 1Y | +19.9% | -1.3% | +21.2% | +19.6% |
| 3Y | +162.6% | -22.1% | +184.7% | +166.2% |
| 5Y | +154.6% | -53.3% | +208.0% | +161.3% |
| All | +154.6% | -54.0% | +208.6% | +161.3% |
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