+1,450.8%
PAYC vs EXEL
+1,666.8%
-216.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.9% | +8.4% | -11.3% | -4.2% |
| 30D | +32.8% | +4.1% | +28.7% | +31.3% |
| 3M | +69.3% | +12.4% | +56.9% | +65.0% |
| 6M | +74.0% | +41.5% | +32.4% | +61.7% |
| YTD | +46.4% | +34.6% | +11.8% | +37.1% |
| 1Y | +4.2% | +57.9% | -53.7% | -5.7% |
| 3Y | -19.7% | +159.5% | -179.2% | -35.5% |
| 5Y | -52.0% | +198.5% | -250.5% | -62.8% |
| 10Y | +356.9% | +411.4% | -54.5% | +215.9% |
| All | +1,450.8% | +1,666.8% | -216.0% | +765.6% |
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