+35.7%
LYB vs PAYC
+1,156.6%
-1,120.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.2% |
| 7D | +0.3% | -5.5% | +5.8% | +1.5% |
| 30D | +2.5% | +3.8% | -1.3% | +1.4% |
| 3M | +1.4% | +65.8% | -64.4% | -10.6% |
| 6M | -3.5% | +68.7% | -72.2% | -15.7% |
| YTD | +52.0% | +38.3% | +13.6% | +38.3% |
| 1Y | +22.1% | -2.4% | +24.4% | +20.3% |
| 3Y | -22.8% | -21.5% | -1.2% | -23.3% |
| 5Y | -3.4% | -52.7% | +49.3% | +3.9% |
| 10Y | +47.4% | +354.4% | -307.1% | -0.8% |
| All | +35.7% | +1,156.6% | -1,120.9% | -22.6% |
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