+377.2%
SCHW vs PAYC
+1,156.6%
-779.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -1.9% | -5.5% | +3.6% | -0.6% |
| 30D | -1.6% | +3.8% | -5.4% | -2.5% |
| 3M | +21.3% | +65.8% | -44.5% | +6.9% |
| 6M | +16.5% | +68.7% | -52.2% | +1.7% |
| YTD | +8.4% | +38.3% | -29.9% | -1.3% |
| 1Y | +15.6% | -2.4% | +18.0% | +13.8% |
| 3Y | +86.8% | -21.5% | +108.4% | +84.3% |
| 5Y | +60.5% | -52.7% | +113.2% | +72.9% |
| 10Y | +297.7% | +354.4% | -56.7% | +149.7% |
| All | +377.2% | +1,156.6% | -779.4% | +159.4% |
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