+283.5%
PCAR vs PAYC
+1,257.3%
-973.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.7% |
| 7D | +2.9% | -11.1% | +14.0% | +4.7% |
| 30D | -2.1% | +1.8% | -4.0% | -2.5% |
| 3M | -20.4% | +10.2% | -30.6% | -21.6% |
| 6M | -7.0% | +73.5% | -80.5% | -15.4% |
| YTD | -2.6% | +49.4% | -52.1% | -9.9% |
| 1Y | +9.8% | +47.2% | -37.4% | +1.8% |
| 3Y | +37.3% | +44.4% | -7.2% | +26.2% |
| 5Y | +116.4% | -52.1% | +168.6% | +127.6% |
| 10Y | +293.0% | +474.3% | -181.3% | +178.6% |
| All | +283.5% | +1,257.3% | -973.8% | +150.6% |
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