-9.2%
STM vs PAYC
-52.7%
+43.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.1% | +6.8% |
| 7D | -5.6% | -11.1% | +5.5% | -2.9% |
| 30D | -14.4% | +1.8% | -16.3% | -15.1% |
| 3M | -20.5% | +10.2% | -30.7% | -23.0% |
| 6M | -24.5% | +73.5% | -98.0% | -37.0% |
| YTD | +72.7% | +49.4% | +23.3% | +49.4% |
| 1Y | +91.0% | +47.2% | +43.8% | +66.0% |
| 3Y | +13.5% | +44.4% | -30.9% | -3.1% |
| 5Y | -9.2% | -52.1% | +42.9% | +10.7% |
| All | -9.2% | -52.7% | +43.5% | +10.7% |
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