-14.1%
PCOR vs PAYC
-20.0%
+5.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +3.7% |
| 7D | +23.7% | -4.1% | +27.8% | +26.5% |
| 30D | +39.0% | +12.4% | +26.6% | +30.3% |
| 3M | +35.8% | +43.3% | -7.5% | +9.2% |
| 6M | +38.2% | +90.7% | -52.5% | -6.0% |
| YTD | +3.9% | +58.0% | -54.1% | -21.4% |
| 1Y | +5.7% | +37.4% | -31.7% | -14.8% |
| 3Y | +44.8% | +61.1% | -16.3% | +3.9% |
| 5Y | -19.8% | -49.1% | +29.3% | +3.2% |
| All | -14.1% | -20.0% | +5.9% | -1.8% |
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