+649.0%
ROST vs PAYC
+1,158.0%
-509.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.7% |
| 7D | +0.2% | -7.9% | +8.1% | +1.9% |
| 30D | -10.0% | +2.1% | -12.1% | -10.5% |
| 3M | +1.2% | +61.8% | -60.5% | -9.5% |
| 6M | +8.9% | +59.9% | -51.0% | -3.1% |
| YTD | +28.1% | +38.5% | -10.4% | +17.1% |
| 1Y | +53.0% | -1.4% | +54.3% | +50.3% |
| 3Y | +97.9% | -21.0% | +118.9% | +94.9% |
| 5Y | +112.0% | -52.9% | +164.9% | +127.9% |
| 10Y | +303.0% | +332.8% | -29.8% | +203.5% |
| All | +649.0% | +1,158.0% | -509.1% | +432.0% |
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