+21.7%
STM vs PAYC
-18.2%
+39.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.2% |
| 7D | +5.8% | -2.9% | +8.7% | +6.0% |
| 30D | -1.0% | +32.8% | -33.8% | -3.6% |
| 3M | -33.3% | +69.3% | -102.5% | -36.9% |
| 6M | +57.4% | +74.0% | -16.6% | +46.9% |
| YTD | +102.2% | +46.4% | +55.8% | +95.2% |
| 1Y | +99.6% | +4.2% | +95.4% | +107.0% |
| All | +21.7% | -18.2% | +39.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling