+57.5%
TRMB vs PAYC
+1,229.9%
-1,172.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -1.6% |
| 30D | +1.5% | +32.8% | -31.2% | -8.3% |
| 3M | +6.8% | +69.3% | -62.5% | -11.1% |
| 6M | -14.9% | +74.0% | -88.9% | -30.3% |
| YTD | -24.1% | +46.4% | -70.5% | -34.4% |
| 1Y | -25.4% | +4.2% | -29.6% | -28.2% |
| 3Y | +8.0% | -19.7% | +27.7% | +7.7% |
| 5Y | -37.3% | -52.0% | +14.7% | -29.1% |
| 10Y | +116.8% | +356.9% | -240.1% | +51.4% |
| All | +57.5% | +1,229.9% | -1,172.4% | -4.2% |
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