+451.0%
PBR vs PAYC
+1,158.0%
-707.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.4% | +8.9% | +4.8% |
| 7D | +2.5% | -7.9% | +10.4% | +4.3% |
| 30D | +19.4% | +2.1% | +17.3% | +18.6% |
| 3M | +20.8% | +61.8% | -41.0% | +6.2% |
| 6M | +23.5% | +59.9% | -36.4% | +8.1% |
| YTD | +83.4% | +38.5% | +44.9% | +65.5% |
| 1Y | +77.6% | -1.4% | +78.9% | +73.7% |
| 3Y | +99.9% | -21.0% | +120.9% | +95.6% |
| 5Y | +567.7% | -52.9% | +620.6% | +618.6% |
| 10Y | +621.5% | +332.8% | +288.7% | +329.6% |
| All | +451.0% | +1,158.0% | -707.0% | +187.4% |
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