+792.8%
JPM vs PAYC
+1,158.0%
-365.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.4% |
| 7D | -0.4% | -7.9% | +7.5% | +1.1% |
| 30D | -1.1% | +2.1% | -3.3% | -1.6% |
| 3M | +14.1% | +61.8% | -47.6% | +2.8% |
| 6M | +23.3% | +59.9% | -36.6% | +10.5% |
| YTD | +11.3% | +38.5% | -27.2% | +2.3% |
| 1Y | +23.0% | -1.4% | +24.4% | +20.9% |
| 3Y | +162.6% | -21.0% | +183.6% | +159.4% |
| 5Y | +152.8% | -52.9% | +205.7% | +169.7% |
| 10Y | +583.6% | +332.8% | +250.8% | +389.0% |
| All | +792.8% | +1,158.0% | -365.2% | +480.5% |
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