+341.8%
PBF vs PAYC
+358.9%
-17.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | +5.3% | -5.5% | +10.8% | +7.2% |
| 30D | +11.7% | +3.8% | +7.9% | +10.1% |
| 3M | +91.1% | +65.8% | +25.3% | +57.4% |
| 6M | +88.4% | +68.7% | +19.7% | +53.2% |
| YTD | +194.1% | +38.3% | +155.7% | +154.2% |
| 1Y | +180.4% | -2.4% | +182.8% | +172.0% |
| 3Y | +59.3% | -21.5% | +80.9% | +55.4% |
| 5Y | +816.3% | -52.7% | +869.0% | +934.4% |
| All | +341.8% | +358.9% | -17.1% | +181.8% |
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