+1,482.8%
PAYC vs COO
+101.4%
+1,381.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.8% |
| 7D | -11.1% | +4.3% | -15.4% | -13.2% |
| 30D | +1.8% | +17.6% | -15.8% | -7.1% |
| 3M | +10.2% | -13.9% | +24.1% | +18.5% |
| 6M | +73.5% | +6.6% | +67.0% | +63.3% |
| YTD | +49.4% | -22.0% | +71.4% | +68.4% |
| 1Y | +47.2% | -8.8% | +56.0% | +50.4% |
| 3Y | +44.4% | -21.5% | +65.9% | +50.6% |
| 5Y | -52.1% | -41.0% | -11.1% | -40.0% |
| 10Y | +474.3% | +40.9% | +433.4% | +347.5% |
| All | +1,482.8% | +101.4% | +1,381.5% | +1,061.4% |
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