+140.0%
PEP vs PAYC
+1,229.9%
-1,089.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.3% |
| 7D | -1.4% | -2.9% | +1.5% | -1.1% |
| 30D | +0.2% | +32.8% | -32.5% | -2.9% |
| 3M | -1.1% | +69.3% | -70.4% | -6.7% |
| 6M | -13.5% | +74.0% | -87.5% | -18.9% |
| YTD | -1.2% | +46.4% | -47.6% | -5.8% |
| 1Y | -1.6% | +4.2% | -5.7% | -2.9% |
| 3Y | -12.5% | -19.7% | +7.2% | -13.1% |
| 5Y | +3.0% | -52.0% | +55.1% | +6.3% |
| 10Y | +73.9% | +356.9% | -283.0% | +44.7% |
| All | +140.0% | +1,229.9% | -1,089.9% | +91.3% |
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