+72.3%
PFE vs PAYC
+1,229.9%
-1,157.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.4% | -0.9% |
| 7D | +1.8% | -2.9% | +4.6% | +2.0% |
| 30D | +10.2% | +32.8% | -22.5% | +6.9% |
| 3M | +12.7% | +69.3% | -56.6% | +6.5% |
| 6M | +10.5% | +74.0% | -63.4% | +3.8% |
| YTD | +20.2% | +46.4% | -26.3% | +14.7% |
| 1Y | +24.1% | +4.2% | +19.9% | +22.4% |
| 3Y | -3.6% | -19.7% | +16.2% | -4.2% |
| 5Y | -20.9% | -52.0% | +31.2% | -18.6% |
| 10Y | +35.8% | +356.9% | -321.1% | +11.0% |
| All | +72.3% | +1,229.9% | -1,157.6% | +35.2% |
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