+1,565.8%
PAYC vs EXEL
+1,965.9%
-400.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | +4.1% | +13.1% | -9.0% | +1.9% |
| 3M | +11.5% | +36.3% | -24.9% | +5.5% |
| 6M | +85.3% | +34.5% | +50.8% | +74.8% |
| YTD | +57.3% | +57.4% | -0.2% | +43.3% |
| 1Y | +52.6% | +62.9% | -10.4% | +38.0% |
| 3Y | +48.3% | +229.5% | -181.2% | +14.7% |
| 5Y | -47.8% | +281.2% | -329.1% | -61.2% |
| 10Y | +515.9% | +320.7% | +195.1% | +333.4% |
| All | +1,565.8% | +1,965.9% | -400.0% | +804.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling