-3.5%
LYB vs PAYC
+65.0%
-68.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.1% |
| 7D | +0.3% | -5.5% | +5.8% | +0.7% |
| 30D | +2.5% | +3.8% | -1.3% | +2.0% |
| 3M | +1.4% | +65.8% | -64.4% | -3.3% |
| 6M | -3.5% | +68.7% | -72.2% | -8.4% |
| All | -3.5% | +65.0% | -68.5% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling