+42.5%
PAYC vs ESTC
+19.0%
+23.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +4.0% | +1.4% |
| 7D | -9.5% | -3.6% | -6.0% | -8.8% |
| 30D | +2.5% | -11.2% | +13.6% | +4.9% |
| 3M | +11.7% | +14.3% | -2.7% | +7.0% |
| 6M | +74.6% | +67.0% | +7.6% | +53.3% |
| YTD | +50.4% | +15.7% | +34.7% | +40.2% |
| 1Y | +44.0% | -6.3% | +50.3% | +38.7% |
| 3Y | +42.5% | +14.5% | +28.0% | +32.8% |
| All | +42.5% | +19.0% | +23.4% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling