+56.2%
PBF vs PAYC
-21.5%
+77.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.4% | +8.7% | +3.8% |
| 7D | +2.4% | -7.9% | +10.3% | +3.2% |
| 30D | +24.9% | +2.1% | +22.7% | +24.5% |
| 3M | +81.9% | +61.8% | +20.1% | +70.7% |
| 6M | +79.4% | +59.9% | +19.4% | +68.3% |
| YTD | +188.3% | +38.5% | +149.8% | +175.0% |
| 1Y | +177.3% | -1.4% | +178.6% | +176.7% |
| All | +56.2% | -21.5% | +77.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling