+45.5%
SRE vs PAYC
-52.9%
+98.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.8% | -5.5% | +4.7% | -0.4% |
| 30D | -3.0% | +3.8% | -6.8% | -3.3% |
| 3M | -8.3% | +65.8% | -74.1% | -12.3% |
| 6M | -8.9% | +68.7% | -77.6% | -13.2% |
| YTD | -4.3% | +38.3% | -42.6% | -7.1% |
| 1Y | +2.7% | -2.4% | +5.1% | +3.3% |
| 3Y | +28.7% | -21.5% | +50.2% | +30.4% |
| All | +45.5% | -52.9% | +98.4% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling