+284.2%
PCAR vs PAYC
+1,266.0%
-981.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | +3.8% | -9.5% | +13.3% | +5.4% |
| 30D | -2.0% | +2.5% | -4.4% | -2.4% |
| 3M | -19.1% | +11.7% | -30.7% | -20.5% |
| 6M | -6.8% | +74.6% | -81.4% | -15.3% |
| YTD | -2.5% | +50.4% | -52.9% | -9.8% |
| 1Y | +9.7% | +44.0% | -34.4% | +2.1% |
| 3Y | +34.0% | +42.5% | -8.5% | +23.4% |
| 5Y | +113.3% | -50.3% | +163.6% | +123.0% |
| 10Y | +278.2% | +521.2% | -243.0% | +165.9% |
| All | +284.2% | +1,266.0% | -981.7% | +150.8% |
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