-17.7%
PAYC vs ESTC
+18.2%
-36.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.6% |
| 7D | -2.9% | -8.1% | +5.2% | -1.0% |
| 30D | +32.8% | +31.7% | +1.1% | +23.4% |
| 3M | +69.3% | +41.1% | +28.2% | +54.6% |
| 6M | +74.0% | +77.1% | -3.1% | +50.8% |
| YTD | +46.4% | +21.7% | +24.7% | +35.5% |
| 1Y | +4.2% | +8.4% | -4.2% | -2.2% |
| All | -17.7% | +18.2% | -36.0% | -27.0% |
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