+230.8%
SAP vs PAYC
+1,229.9%
-999.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | 0.0% |
| 7D | -2.9% | -2.9% | 0.0% | -2.2% |
| 30D | +9.0% | +32.8% | -23.7% | +1.5% |
| 3M | +14.9% | +69.3% | -54.3% | +1.3% |
| 6M | +11.9% | +74.0% | -62.1% | -2.2% |
| YTD | -9.9% | +46.4% | -56.3% | -18.3% |
| 1Y | -19.5% | +4.2% | -23.7% | -21.7% |
| 3Y | +61.8% | -19.7% | +81.5% | +59.5% |
| 5Y | +56.2% | -52.0% | +108.2% | +67.2% |
| 10Y | +180.6% | +356.9% | -176.3% | +103.3% |
| All | +230.8% | +1,229.9% | -999.1% | +126.0% |
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