+2,325.6%
LLY vs PAYC
+1,229.9%
+1,095.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.5% |
| 7D | -2.1% | -2.9% | +0.7% | -1.9% |
| 30D | -1.6% | +32.8% | -34.4% | -4.8% |
| 3M | +2.3% | +69.3% | -67.0% | -3.7% |
| 6M | +14.9% | +74.0% | -59.1% | +7.6% |
| YTD | +7.5% | +46.4% | -38.9% | +2.4% |
| 1Y | +55.7% | +4.2% | +51.5% | +53.4% |
| 3Y | +110.6% | -19.7% | +130.3% | +108.6% |
| 5Y | +363.4% | -52.0% | +415.5% | +376.8% |
| 10Y | +1,649.0% | +356.9% | +1,292.1% | +1,318.7% |
| All | +2,325.6% | +1,229.9% | +1,095.8% | +1,779.0% |
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