-19.5%
SLB vs PAYC
+1,229.9%
-1,249.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.9% |
| 7D | +0.8% | -2.9% | +3.7% | +1.4% |
| 30D | +15.8% | +32.8% | -16.9% | +9.2% |
| 3M | -0.3% | +69.3% | -69.6% | -10.7% |
| 6M | +21.3% | +74.0% | -52.6% | +7.3% |
| YTD | +52.3% | +46.4% | +5.9% | +38.8% |
| 1Y | +63.6% | +4.2% | +59.4% | +59.5% |
| 3Y | +3.8% | -19.7% | +23.5% | +2.7% |
| 5Y | +128.6% | -52.0% | +180.7% | +143.3% |
| 10Y | -3.1% | +356.9% | -360.0% | -28.3% |
| All | -19.5% | +1,229.9% | -1,249.4% | -47.3% |
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