+1,524.3%
PAYC vs COO
+98.2%
+1,426.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | -9.5% | -2.3% | -7.2% | -8.3% |
| 30D | +3.3% | +13.3% | -10.0% | -3.8% |
| 3M | +14.5% | -18.1% | +32.6% | +26.8% |
| 6M | +76.0% | +6.7% | +69.4% | +65.5% |
| YTD | +53.4% | -23.2% | +76.6% | +74.4% |
| 1Y | +43.8% | -12.3% | +56.1% | +50.3% |
| 3Y | +45.3% | -23.6% | +68.8% | +54.0% |
| 5Y | -48.9% | -38.7% | -10.2% | -37.7% |
| 10Y | +500.5% | +42.2% | +458.3% | +367.4% |
| All | +1,524.3% | +98.2% | +1,426.1% | +1,102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling