+1,450.8%
PAYC vs COO
+119.2%
+1,331.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -2.8% |
| 7D | -2.9% | -2.2% | -0.7% | -1.6% |
| 30D | +32.8% | -7.0% | +39.8% | +37.9% |
| 3M | +69.3% | +12.2% | +57.1% | +57.1% |
| 6M | +74.0% | -15.1% | +89.1% | +89.2% |
| YTD | +46.4% | -15.1% | +61.5% | +59.1% |
| 1Y | +4.2% | +2.3% | +1.8% | +0.3% |
| 3Y | -19.7% | -23.7% | +3.9% | -13.5% |
| 5Y | -52.0% | -38.9% | -13.1% | -40.2% |
| 10Y | +356.9% | +49.9% | +307.0% | +246.3% |
| All | +1,450.8% | +119.2% | +1,331.6% | +996.9% |
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