-4.0%
TLT vs PAYC
+79.2%
-83.2%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.2% | +5.2% | -3.0% | +2.2% |
| 3M | -1.7% | +18.0% | -19.7% | -1.6% |
| 6M | -4.0% | +81.6% | -85.6% | -2.8% |
| All | -4.0% | +79.2% | -83.2% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling