+26.4%
AGNC vs PAYC
-52.9%
+79.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -4.7% | -5.5% | +0.8% | -3.9% |
| 30D | -5.7% | +3.8% | -9.5% | -6.3% |
| 3M | +1.9% | +65.8% | -64.0% | -6.3% |
| 6M | +1.8% | +68.7% | -66.9% | -7.1% |
| YTD | +3.4% | +38.3% | -34.9% | -2.7% |
| 1Y | +13.6% | -2.4% | +16.0% | +13.6% |
| 3Y | +60.4% | -21.5% | +81.9% | +62.7% |
| All | +26.4% | -52.9% | +79.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling