+60.4%
AGNC vs PAYC
-21.6%
+82.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -4.7% | -5.5% | +0.8% | -4.4% |
| 30D | -5.7% | +3.8% | -9.5% | -5.9% |
| 3M | +1.9% | +65.8% | -64.0% | -1.8% |
| 6M | +1.8% | +68.7% | -66.9% | -2.2% |
| YTD | +3.4% | +38.3% | -34.9% | +1.1% |
| 1Y | +13.6% | -2.4% | +16.0% | +14.8% |
| 3Y | +60.4% | -21.5% | +81.9% | +65.9% |
| All | +60.4% | -21.6% | +82.0% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling