+352.9%
RF vs PAYC
+1,229.9%
-876.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.8% |
| 7D | +1.3% | -2.9% | +4.2% | +2.0% |
| 30D | -3.6% | +32.8% | -36.4% | -10.8% |
| 3M | +8.1% | +69.3% | -61.2% | -6.3% |
| 6M | +11.5% | +74.0% | -62.5% | -4.8% |
| YTD | +15.6% | +46.4% | -30.8% | +2.6% |
| 1Y | +15.7% | +4.2% | +11.5% | +11.7% |
| 3Y | +86.9% | -19.7% | +106.6% | +84.2% |
| 5Y | +89.8% | -52.0% | +141.8% | +105.5% |
| 10Y | +344.7% | +356.9% | -12.2% | +197.1% |
| All | +352.9% | +1,229.9% | -876.9% | +168.5% |
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