+326.5%
PM vs PAYC
+1,292.9%
-966.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | -7.1% | -9.5% | +2.4% | -6.2% |
| 30D | -2.8% | +3.3% | -6.1% | -3.1% |
| 3M | +6.3% | +14.5% | -8.2% | +4.9% |
| 6M | +9.6% | +76.0% | -66.4% | +3.5% |
| YTD | +25.6% | +53.4% | -27.8% | +19.7% |
| 1Y | +29.7% | +43.8% | -14.1% | +24.3% |
| 3Y | +147.6% | +45.3% | +102.3% | +133.6% |
| 5Y | +160.1% | -48.9% | +209.0% | +166.7% |
| 10Y | +260.9% | +500.5% | -239.6% | +192.5% |
| All | +326.5% | +1,292.9% | -966.4% | +230.1% |
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