+572.3%
SONY vs PAYC
+1,137.5%
-565.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | -4.9% | -8.7% | +3.8% | -3.2% |
| 30D | -1.6% | +1.2% | -2.8% | -1.9% |
| 3M | +10.0% | +58.6% | -48.6% | -0.3% |
| 6M | +8.4% | +56.6% | -48.2% | -2.1% |
| YTD | -8.4% | +36.2% | -44.7% | -15.3% |
| 1Y | -18.4% | -2.2% | -16.2% | -19.4% |
| 3Y | +41.0% | -22.3% | +63.3% | +39.7% |
| 5Y | +9.3% | -53.9% | +63.1% | +17.5% |
| 10Y | +281.7% | +347.5% | -65.8% | +162.5% |
| All | +572.3% | +1,137.5% | -565.2% | +309.6% |
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