+2,189.5%
SOXX vs PAYC
+1,140.1%
+1,049.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +3.0% | -10.2% | +13.2% | +6.0% |
| 30D | -3.1% | +2.0% | -5.1% | -3.9% |
| 3M | -4.4% | +58.3% | -62.7% | -18.2% |
| 6M | +52.9% | +64.5% | -11.6% | +27.4% |
| YTD | +72.0% | +36.5% | +35.5% | +50.6% |
| 1Y | +105.1% | -1.3% | +106.4% | +98.0% |
| 3Y | +220.6% | -22.1% | +242.7% | +213.0% |
| 5Y | +244.8% | -53.3% | +298.1% | +287.0% |
| 10Y | +1,537.1% | +348.5% | +1,188.7% | +924.8% |
| All | +2,189.5% | +1,140.1% | +1,049.3% | +1,157.6% |
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