+4,507.3%
SITM vs PAYC
-7.3%
+4,514.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +1.0% |
| 7D | +8.4% | -7.9% | +16.3% | +13.3% |
| 30D | -17.4% | +2.1% | -19.5% | -19.1% |
| 3M | -9.8% | +61.8% | -71.6% | -34.3% |
| 6M | +83.0% | +59.9% | +23.0% | +31.7% |
| YTD | +69.6% | +38.5% | +31.1% | +30.9% |
| 1Y | +144.9% | -1.4% | +146.3% | +129.5% |
| 3Y | +429.9% | -21.0% | +450.9% | +408.5% |
| 5Y | +169.2% | -52.9% | +222.1% | +274.5% |
| All | +4,507.3% | -7.3% | +4,514.6% | +3,657.8% |
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