+352.3%
PCAR vs PAYC
+1,229.9%
-877.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.8% | +0.7% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | -6.2% | +32.8% | -39.0% | -10.6% |
| 3M | +5.9% | +69.3% | -63.4% | -3.0% |
| 6M | +0.4% | +74.0% | -73.6% | -9.0% |
| YTD | +14.8% | +46.4% | -31.6% | +6.7% |
| 1Y | +30.1% | +4.2% | +25.9% | +27.7% |
| 3Y | +66.7% | -19.7% | +86.4% | +65.5% |
| 5Y | +166.1% | -52.0% | +218.2% | +179.6% |
| 10Y | +353.7% | +356.9% | -3.2% | +230.0% |
| All | +352.3% | +1,229.9% | -877.5% | +196.7% |
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