+15.9%
ZBH vs PAYC
+1,158.0%
-1,142.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.4% | +1.5% | -2.9% |
| 7D | -5.2% | -7.9% | +2.7% | -3.7% |
| 30D | -2.4% | +2.1% | -4.5% | -2.9% |
| 3M | +8.3% | +61.8% | -53.5% | -2.4% |
| 6M | +0.7% | +59.9% | -59.3% | -9.5% |
| YTD | +5.3% | +38.5% | -33.2% | -2.8% |
| 1Y | -9.1% | -1.4% | -7.7% | -10.5% |
| 3Y | -19.7% | -21.0% | +1.3% | -20.7% |
| 5Y | -31.3% | -52.9% | +21.6% | -26.8% |
| 10Y | -18.9% | +332.8% | -351.7% | -41.1% |
| All | +15.9% | +1,158.0% | -1,142.1% | -22.0% |
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