+207.9%
PDD vs PAYC
+113.0%
+94.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.8% |
| 7D | -4.1% | -2.9% | -1.2% | -3.3% |
| 30D | -9.6% | +32.8% | -42.4% | -18.1% |
| 3M | -4.3% | +69.3% | -73.6% | -19.9% |
| 6M | -18.8% | +74.0% | -92.7% | -33.3% |
| YTD | -27.5% | +46.4% | -73.9% | -37.5% |
| 1Y | -33.6% | +4.2% | -37.8% | -36.4% |
| 3Y | -20.4% | -19.7% | -0.7% | -22.6% |
| 5Y | -19.6% | -52.0% | +32.4% | -8.7% |
| All | +207.9% | +113.0% | +94.9% | +125.8% |
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