+332.1%
PNC vs PAYC
+1,158.0%
-825.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | 0.0% |
| 7D | +2.3% | -7.9% | +10.2% | +4.0% |
| 30D | -3.8% | +2.1% | -6.0% | -4.4% |
| 3M | +7.8% | +61.8% | -54.0% | -3.7% |
| 6M | +19.7% | +59.9% | -40.2% | +6.4% |
| YTD | +19.1% | +38.5% | -19.4% | +8.8% |
| 1Y | +23.1% | -1.4% | +24.5% | +20.9% |
| 3Y | +132.1% | -21.0% | +153.1% | +129.5% |
| 5Y | +52.2% | -52.9% | +105.1% | +63.1% |
| 10Y | +271.4% | +332.8% | -61.4% | +171.5% |
| All | +332.1% | +1,158.0% | -825.9% | +191.3% |
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