+94.9%
LUV vs PAYC
+1,137.5%
-1,042.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.4% |
| 7D | +0.7% | -8.7% | +9.4% | +2.6% |
| 30D | -13.4% | +1.2% | -14.6% | -13.8% |
| 3M | -9.6% | +58.6% | -68.2% | -19.5% |
| 6M | -8.9% | +56.6% | -65.5% | -19.2% |
| YTD | -5.2% | +36.2% | -41.4% | -13.6% |
| 1Y | +27.0% | -2.2% | +29.2% | +24.8% |
| 3Y | +39.6% | -22.3% | +61.9% | +38.2% |
| 5Y | -14.4% | -53.9% | +39.4% | -7.3% |
| 10Y | +17.3% | +347.5% | -330.2% | -18.5% |
| All | +94.9% | +1,137.5% | -1,042.6% | +21.7% |
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