+801.9%
PBF vs PAYC
-53.8%
+855.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.4% | -8.7% | +10.1% | +2.6% |
| 30D | +15.8% | +1.2% | +14.7% | +15.5% |
| 3M | +90.3% | +58.6% | +31.7% | +76.4% |
| 6M | +102.8% | +56.6% | +46.2% | +87.9% |
| YTD | +187.3% | +36.2% | +151.1% | +171.3% |
| 1Y | +161.8% | -2.2% | +164.0% | +159.9% |
| 3Y | +55.5% | -22.3% | +77.8% | +56.4% |
| 5Y | +801.9% | -53.9% | +855.8% | +1,050.5% |
| All | +801.9% | -53.8% | +855.7% | +1,050.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling