+260.0%
SAP vs PAYC
+1,292.9%
-1,033.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -2.5% | -9.5% | +7.0% | -0.3% |
| 30D | +7.5% | +3.3% | +4.2% | +6.5% |
| 3M | +11.6% | +14.5% | -2.9% | +8.0% |
| 6M | +37.6% | +76.0% | -38.4% | +20.0% |
| YTD | -2.0% | +53.4% | -55.3% | -12.2% |
| 1Y | -6.4% | +43.8% | -50.2% | -15.1% |
| 3Y | +67.7% | +45.3% | +22.4% | +48.6% |
| 5Y | +75.7% | -48.9% | +124.6% | +85.5% |
| 10Y | +229.3% | +500.5% | -271.2% | +131.0% |
| All | +260.0% | +1,292.9% | -1,033.0% | +143.0% |
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