+77.2%
PBF vs PAYC
+50.2%
+27.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +6.5% | +4.9% | +1.6% | +5.7% |
| 30D | -20.0% | +4.1% | -24.1% | -20.5% |
| 3M | -3.3% | +11.5% | -14.8% | -5.1% |
| 6M | +76.8% | +85.3% | -8.5% | +57.6% |
| YTD | +168.9% | +57.3% | +111.7% | +147.0% |
| 1Y | +96.4% | +52.6% | +43.8% | +81.5% |
| 3Y | +77.2% | +48.3% | +28.9% | +57.5% |
| All | +77.2% | +50.2% | +27.0% | +57.5% |
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