+492.4%
ULTA vs PAYC
+1,140.1%
-647.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -3.9% | -10.2% | +6.3% | -1.5% |
| 30D | -1.1% | +2.0% | -3.0% | -1.6% |
| 3M | +13.8% | +58.3% | -44.5% | +1.0% |
| 6M | -17.2% | +64.5% | -81.7% | -27.7% |
| YTD | -11.5% | +36.5% | -48.0% | -19.4% |
| 1Y | +3.9% | -1.3% | +5.2% | +1.9% |
| 3Y | +29.5% | -22.1% | +51.6% | +28.1% |
| 5Y | +42.9% | -53.3% | +96.2% | +54.8% |
| 10Y | +124.4% | +348.5% | -224.1% | +62.2% |
| All | +492.4% | +1,140.1% | -647.8% | +277.4% |
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