+803.9%
ORLY vs PAYC
+1,137.5%
-333.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | -1.0% | -8.7% | +7.7% | +0.3% |
| 30D | -6.7% | +1.2% | -7.8% | -6.9% |
| 3M | -3.8% | +58.6% | -62.4% | -10.8% |
| 6M | -9.0% | +56.6% | -65.6% | -15.8% |
| YTD | -5.6% | +36.2% | -41.9% | -11.0% |
| 1Y | -19.5% | -2.2% | -17.3% | -20.3% |
| 3Y | +34.7% | -22.3% | +57.0% | +33.7% |
| 5Y | +118.0% | -53.9% | +171.9% | +129.5% |
| 10Y | +364.1% | +347.5% | +16.6% | +247.8% |
| All | +803.9% | +1,137.5% | -333.6% | +525.7% |
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