+179.0%
SAP vs PAYC
+329.2%
-150.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -0.3% | -8.7% | +8.5% | +2.2% |
| 30D | +0.3% | +1.2% | -0.9% | -0.1% |
| 3M | +16.9% | +58.6% | -41.7% | +2.6% |
| 6M | +6.3% | +56.6% | -50.3% | -6.6% |
| YTD | -12.4% | +36.2% | -48.6% | -20.4% |
| 1Y | -21.6% | -2.2% | -19.4% | -22.8% |
| 3Y | +54.8% | -22.3% | +77.1% | +53.6% |
| 5Y | +56.2% | -53.9% | +110.0% | +72.2% |
| 10Y | +179.0% | +347.5% | -168.5% | +82.3% |
| All | +179.0% | +329.2% | -150.2% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling