-52.9%
PAYC vs COO
-39.5%
-13.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -4.1% |
| 7D | -7.9% | -2.3% | -5.6% | -6.8% |
| 30D | +2.1% | -8.8% | +10.9% | +6.7% |
| 3M | +61.8% | +1.3% | +60.4% | +60.2% |
| 6M | +59.9% | -11.6% | +71.5% | +68.9% |
| YTD | +38.5% | -17.4% | +55.9% | +51.2% |
| 1Y | -1.4% | -1.6% | +0.2% | -2.4% |
| 3Y | -21.0% | -22.6% | +1.6% | -17.0% |
| 5Y | -52.9% | -40.3% | -12.6% | -39.4% |
| All | -52.9% | -39.5% | -13.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling