+250.9%
PBF vs PAYC
+510.1%
-259.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +6.5% | +4.9% | +1.6% | +4.8% |
| 30D | -20.0% | +4.1% | -24.1% | -21.3% |
| 3M | -3.3% | +11.5% | -14.8% | -7.3% |
| 6M | +76.8% | +85.3% | -8.5% | +39.2% |
| YTD | +168.9% | +57.3% | +111.7% | +121.1% |
| 1Y | +96.4% | +52.6% | +43.8% | +63.0% |
| 3Y | +77.2% | +48.3% | +28.9% | +41.8% |
| 5Y | +417.7% | -47.8% | +465.6% | +473.1% |
| All | +250.9% | +510.1% | -259.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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