+299.0%
PBF vs PAYC
+1,229.9%
-930.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.2% |
| 7D | +4.3% | -2.9% | +7.2% | +5.2% |
| 30D | +22.0% | +32.8% | -10.8% | +10.9% |
| 3M | +74.5% | +69.3% | +5.2% | +45.9% |
| 6M | +67.7% | +74.0% | -6.3% | +37.8% |
| YTD | +179.2% | +46.4% | +132.8% | +140.9% |
| 1Y | +170.0% | +4.2% | +165.8% | +157.5% |
| 3Y | +66.4% | -19.7% | +86.1% | +61.6% |
| 5Y | +764.5% | -52.0% | +816.5% | +851.2% |
| 10Y | +358.5% | +356.9% | +1.6% | +174.7% |
| All | +299.0% | +1,229.9% | -930.8% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling