-23.0%
PINS vs PAYC
+18.7%
-41.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -9.9% | -10.2% | +0.2% | -5.1% |
| 30D | -20.9% | +2.0% | -22.9% | -21.8% |
| 3M | -13.7% | +58.3% | -72.0% | -33.1% |
| 6M | -3.0% | +64.5% | -67.5% | -26.8% |
| YTD | -27.5% | +36.5% | -64.0% | -40.4% |
| 1Y | -46.8% | -1.3% | -45.5% | -48.9% |
| 3Y | -31.8% | -22.1% | -9.7% | -33.4% |
| 5Y | -65.4% | -53.3% | -12.0% | -55.7% |
| All | -23.0% | +18.7% | -41.7% | -49.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling