+42.2%
PPG vs PAYC
+1,137.5%
-1,095.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.7% | -8.7% | +5.0% | -2.1% |
| 30D | -7.2% | +1.2% | -8.4% | -7.5% |
| 3M | -7.3% | +58.6% | -65.9% | -16.0% |
| 6M | +0.3% | +56.6% | -56.4% | -9.5% |
| YTD | +6.5% | +36.2% | -29.7% | -1.6% |
| 1Y | +0.5% | -2.2% | +2.7% | -0.8% |
| 3Y | -15.3% | -22.3% | +7.0% | -15.9% |
| 5Y | -22.9% | -53.9% | +31.0% | -17.4% |
| 10Y | +28.4% | +347.5% | -319.1% | -6.4% |
| All | +42.2% | +1,137.5% | -1,095.3% | -7.8% |
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