+871.2%
PH vs PAYC
+1,229.9%
-358.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.7% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -3.2% | +32.8% | -36.0% | -9.9% |
| 3M | +10.6% | +69.3% | -58.7% | -3.4% |
| 6M | -2.1% | +74.0% | -76.1% | -16.0% |
| YTD | +10.2% | +46.4% | -36.2% | -1.7% |
| 1Y | +28.2% | +4.2% | +24.1% | +24.0% |
| 3Y | +134.9% | -19.7% | +154.6% | +132.0% |
| 5Y | +253.6% | -52.0% | +305.7% | +283.3% |
| 10Y | +804.7% | +356.9% | +447.8% | +548.8% |
| All | +871.2% | +1,229.9% | -358.6% | +581.9% |
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