+245.9%
SO vs PAYC
+1,328.4%
-1,082.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.7% |
| 7D | -0.9% | -0.5% | -0.5% | -0.9% |
| 30D | +4.9% | +5.2% | -0.2% | +4.4% |
| 3M | +0.8% | +18.0% | -17.2% | -0.9% |
| 6M | +0.6% | +81.6% | -81.1% | -5.6% |
| YTD | +8.7% | +57.3% | -48.6% | +3.0% |
| 1Y | +4.0% | +49.8% | -45.9% | -1.0% |
| 3Y | +50.6% | +49.0% | +1.6% | +41.5% |
| 5Y | +77.5% | -47.8% | +125.3% | +81.9% |
| 10Y | +192.0% | +515.8% | -323.9% | +152.6% |
| All | +245.9% | +1,328.4% | -1,082.5% | +193.4% |
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