+4.7%
TLT vs PAYC
+1,229.9%
-1,225.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.1% |
| 7D | -0.4% | -2.9% | +2.4% | -0.5% |
| 30D | -0.6% | +32.8% | -33.3% | +0.1% |
| 3M | -2.7% | +69.3% | -72.0% | -1.5% |
| 6M | -5.6% | +74.0% | -79.6% | -4.4% |
| YTD | -2.8% | +46.4% | -49.2% | -1.8% |
| 1Y | -1.4% | +4.2% | -5.6% | -1.2% |
| 3Y | -1.6% | -19.7% | +18.2% | -1.6% |
| 5Y | -33.8% | -52.0% | +18.2% | -34.8% |
| 10Y | -21.1% | +356.9% | -378.0% | -11.7% |
| All | +4.7% | +1,229.9% | -1,225.1% | +23.9% |
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