+512.2%
PAYC vs EXEL
+320.7%
+191.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +4.1% | +13.1% | -9.0% | +1.1% |
| 3M | +11.5% | +36.3% | -24.9% | +3.4% |
| 6M | +85.3% | +34.5% | +50.8% | +71.0% |
| YTD | +57.3% | +57.4% | -0.2% | +38.1% |
| 1Y | +52.6% | +62.9% | -10.4% | +32.6% |
| 3Y | +48.3% | +229.5% | -181.2% | +2.0% |
| 5Y | -47.8% | +281.2% | -329.1% | -66.3% |
| All | +512.2% | +320.7% | +191.4% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling