+299.7%
SYK vs PAYC
+1,156.6%
-856.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +1.8% |
| 7D | -9.1% | -5.5% | -3.6% | -7.9% |
| 30D | -20.6% | +3.8% | -24.4% | -21.3% |
| 3M | -9.6% | +65.8% | -75.4% | -19.7% |
| 6M | -19.9% | +68.7% | -88.6% | -29.5% |
| YTD | -21.2% | +38.3% | -59.5% | -27.9% |
| 1Y | -28.4% | -2.4% | -26.0% | -29.4% |
| 3Y | -5.3% | -21.5% | +16.2% | -6.4% |
| 5Y | +6.0% | -52.7% | +58.7% | +14.3% |
| 10Y | +178.4% | +354.4% | -176.0% | +106.1% |
| All | +299.7% | +1,156.6% | -856.9% | +181.1% |
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