+64.2%
UPS vs PAYC
+1,137.5%
-1,073.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.0% |
| 7D | -3.7% | -8.7% | +5.1% | -2.3% |
| 30D | -3.7% | +1.2% | -4.9% | -4.0% |
| 3M | -6.6% | +58.6% | -65.2% | -14.0% |
| 6M | +2.6% | +56.6% | -54.1% | -5.9% |
| YTD | +4.8% | +36.2% | -31.5% | -1.9% |
| 1Y | +25.3% | -2.2% | +27.5% | +23.8% |
| 3Y | -26.9% | -22.3% | -4.6% | -27.3% |
| 5Y | -33.5% | -53.9% | +20.4% | -30.0% |
| 10Y | +36.1% | +347.5% | -311.4% | +8.5% |
| All | +64.2% | +1,137.5% | -1,073.3% | +25.9% |
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