+158.3%
O vs PAYC
+1,328.5%
-1,170.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -0.4% | +4.9% | -5.2% | -1.1% |
| 30D | +7.1% | +4.1% | +3.0% | +6.4% |
| 3M | -5.2% | +11.5% | -16.7% | -7.0% |
| 6M | -1.8% | +85.3% | -87.1% | -11.5% |
| YTD | +9.1% | +57.3% | -48.2% | +0.1% |
| 1Y | +9.7% | +52.6% | -42.9% | +1.1% |
| 3Y | +39.1% | +48.3% | -9.1% | +26.0% |
| 5Y | +8.4% | -47.8% | +56.2% | +12.5% |
| 10Y | +80.2% | +515.9% | -435.7% | +46.0% |
| All | +158.3% | +1,328.5% | -1,170.2% | +115.3% |
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