+19.6%
AGNC vs PAYC
+5.6%
+14.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.2% |
| 7D | -1.2% | -2.9% | +1.7% | -1.3% |
| 30D | +0.9% | +32.8% | -31.8% | +1.7% |
| 3M | +7.0% | +69.3% | -62.3% | +8.5% |
| 6M | +3.9% | +74.0% | -70.1% | +5.5% |
| YTD | +8.5% | +46.4% | -37.9% | +10.7% |
| 1Y | +19.6% | +4.2% | +15.4% | +20.5% |
| All | +19.6% | +5.6% | +14.0% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling