+152.5%
SRE vs PAYC
+1,229.9%
-1,077.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.2% |
| 7D | -0.3% | -2.9% | +2.6% | 0.0% |
| 30D | -0.7% | +32.8% | -33.5% | -4.7% |
| 3M | -6.3% | +69.3% | -75.6% | -13.1% |
| 6M | -10.7% | +74.0% | -84.6% | -17.9% |
| YTD | -3.5% | +46.4% | -49.9% | -9.3% |
| 1Y | +5.3% | +4.2% | +1.1% | +3.6% |
| 3Y | +31.8% | -19.7% | +51.5% | +30.9% |
| 5Y | +47.4% | -52.0% | +99.4% | +54.1% |
| 10Y | +120.6% | +356.9% | -236.3% | +78.3% |
| All | +152.5% | +1,229.9% | -1,077.3% | +94.5% |
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