+147.4%
PEP vs PAYC
+1,257.3%
-1,109.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +1.0% | -11.1% | +12.2% | +2.2% |
| 30D | +12.6% | +1.8% | +10.8% | +12.4% |
| 3M | +3.1% | +10.2% | -7.0% | +2.0% |
| 6M | -6.3% | +73.5% | -79.8% | -12.0% |
| YTD | +1.9% | +49.4% | -47.6% | -3.2% |
| 1Y | +3.3% | +47.2% | -43.9% | -1.8% |
| 3Y | -4.8% | +44.4% | -49.3% | -10.5% |
| 5Y | +2.0% | -52.1% | +54.2% | +5.4% |
| 10Y | +80.3% | +474.3% | -393.9% | +48.3% |
| All | +147.4% | +1,257.3% | -1,109.9% | +96.6% |
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