+404.6%
PSX vs PAYC
+1,229.9%
-825.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.8% | +0.9% |
| 7D | +4.5% | -2.9% | +7.4% | +5.1% |
| 30D | +26.6% | +32.8% | -6.1% | +18.8% |
| 3M | +39.3% | +69.3% | -30.0% | +23.7% |
| 6M | +56.8% | +74.0% | -17.2% | +37.7% |
| YTD | +101.8% | +46.4% | +55.4% | +83.1% |
| 1Y | +99.6% | +4.2% | +95.4% | +94.0% |
| 3Y | +140.3% | -19.7% | +160.1% | +136.8% |
| 5Y | +339.3% | -52.0% | +391.4% | +369.3% |
| 10Y | +369.9% | +356.9% | +13.0% | +214.7% |
| All | +404.6% | +1,229.9% | -825.2% | +196.7% |
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