+692.7%
PHM vs PAYC
+1,328.5%
-635.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.1% | +4.9% | -9.0% | -5.3% |
| 30D | +16.1% | +4.1% | +12.0% | +14.9% |
| 3M | -2.5% | +11.5% | -14.0% | -5.2% |
| 6M | +12.9% | +85.3% | -72.4% | -4.7% |
| YTD | +9.0% | +57.3% | -48.3% | -5.2% |
| 1Y | +8.2% | +52.6% | -44.4% | -5.2% |
| 3Y | +58.4% | +48.3% | +10.2% | +36.0% |
| 5Y | +159.2% | -47.8% | +207.0% | +177.0% |
| 10Y | +676.9% | +515.9% | +161.0% | +433.3% |
| All | +692.7% | +1,328.5% | -635.8% | +402.9% |
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