+38.0%
LQD vs PAYC
+1,137.5%
-1,099.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | 0.0% | -8.7% | +8.7% | +0.2% |
| 30D | -0.2% | +1.2% | -1.4% | -0.2% |
| 3M | -1.7% | +58.6% | -60.3% | -3.2% |
| 6M | -2.7% | +56.6% | -59.3% | -4.3% |
| YTD | -1.4% | +36.2% | -37.7% | -2.6% |
| 1Y | -1.0% | -2.2% | +1.2% | -1.2% |
| 3Y | +15.1% | -22.3% | +37.4% | +14.9% |
| 5Y | -5.2% | -53.9% | +48.7% | -4.4% |
| 10Y | +23.3% | +347.5% | -324.2% | +22.8% |
| All | +38.0% | +1,137.5% | -1,099.5% | +39.8% |
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