-53.2%
S vs PAYC
-36.3%
-17.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +2.6% |
| 7D | -7.7% | -2.9% | -4.8% | -6.1% |
| 30D | -5.3% | +32.8% | -38.1% | -22.6% |
| 3M | +20.3% | +69.3% | -49.0% | -16.8% |
| 6M | +47.4% | +74.0% | -26.6% | -0.2% |
| YTD | +32.5% | +46.4% | -13.9% | -0.1% |
| 1Y | +9.5% | +4.2% | +5.4% | +2.5% |
| 3Y | +15.5% | -19.7% | +35.3% | +18.2% |
| 5Y | -71.2% | -52.0% | -19.2% | -58.4% |
| All | -53.2% | -36.3% | -17.0% | -32.4% |
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