+166.4%
O vs PAYC
+1,229.9%
-1,063.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | -0.7% | -2.9% | +2.1% | -0.3% |
| 30D | -1.9% | +32.8% | -34.6% | -6.5% |
| 3M | +3.8% | +69.3% | -65.4% | -4.9% |
| 6M | -4.7% | +74.0% | -78.7% | -13.6% |
| YTD | +12.5% | +46.4% | -33.9% | +4.5% |
| 1Y | +10.8% | +4.2% | +6.7% | +8.6% |
| 3Y | +28.8% | -19.7% | +48.5% | +27.3% |
| 5Y | +13.2% | -52.0% | +65.2% | +19.1% |
| 10Y | +53.5% | +356.9% | -303.4% | +26.5% |
| All | +166.4% | +1,229.9% | -1,063.4% | +124.8% |
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