-48.5%
TE vs PAYC
-21.4%
-27.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.4% | +15.4% | +11.4% |
| 7D | +18.2% | -7.9% | +26.1% | +20.6% |
| 30D | -13.5% | +2.1% | -15.6% | -14.3% |
| 3M | -44.6% | +61.8% | -106.3% | -53.0% |
| 6M | -24.7% | +59.9% | -84.6% | -37.0% |
| YTD | -24.3% | +38.5% | -62.8% | -34.1% |
| 1Y | +155.6% | -1.4% | +156.9% | +150.0% |
| 3Y | -18.3% | -21.0% | +2.7% | -18.1% |
| 5Y | -41.3% | -52.9% | +11.6% | -37.5% |
| All | -48.5% | -21.4% | -27.1% | -46.4% |
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