+168.6%
UAL vs PAYC
+1,262.3%
-1,093.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.1% | +3.5% |
| 7D | +8.2% | -10.2% | +18.3% | +11.6% |
| 30D | +2.3% | +6.1% | -3.8% | +0.3% |
| 3M | -12.7% | +10.1% | -22.8% | -15.6% |
| 6M | +12.7% | +88.6% | -75.9% | -10.0% |
| YTD | +0.8% | +50.0% | -49.2% | -14.4% |
| 1Y | +17.8% | +46.1% | -28.3% | +0.7% |
| 3Y | +206.7% | +51.2% | +155.5% | +155.0% |
| 5Y | +113.9% | -51.7% | +165.5% | +138.3% |
| 10Y | +97.0% | +467.4% | -370.4% | +31.8% |
| All | +168.6% | +1,262.3% | -1,093.7% | +77.6% |
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