+580.5%
SCHG vs PAYC
+1,140.1%
-559.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.7% | -10.2% | +7.4% | -0.3% |
| 30D | -2.2% | +2.0% | -4.2% | -2.8% |
| 3M | +6.2% | +58.3% | -52.1% | -6.2% |
| 6M | +13.4% | +64.5% | -51.1% | -1.5% |
| YTD | +7.1% | +36.5% | -29.4% | -3.0% |
| 1Y | +12.5% | -1.3% | +13.8% | +10.1% |
| 3Y | +86.2% | -22.1% | +108.3% | +83.7% |
| 5Y | +83.9% | -53.3% | +137.3% | +101.3% |
| 10Y | +451.3% | +348.5% | +102.8% | +296.2% |
| All | +580.5% | +1,140.1% | -559.6% | +349.1% |
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