+164.8%
PRU vs PAYC
+1,229.9%
-1,065.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.1% |
| 7D | +1.9% | -2.9% | +4.7% | +2.5% |
| 30D | +2.7% | +32.8% | -30.0% | -4.6% |
| 3M | +19.5% | +69.3% | -49.8% | +4.4% |
| 6M | +26.6% | +74.0% | -47.3% | +9.2% |
| YTD | +12.3% | +46.4% | -34.1% | +0.6% |
| 1Y | +18.0% | +4.2% | +13.9% | +14.4% |
| 3Y | +47.0% | -19.7% | +66.8% | +44.8% |
| 5Y | +48.4% | -52.0% | +100.5% | +60.0% |
| 10Y | +142.4% | +356.9% | -214.5% | +61.7% |
| All | +164.8% | +1,229.9% | -1,065.0% | +55.5% |
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 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