+57.7%
D vs PAYC
+1,229.9%
-1,172.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | +1.5% | -2.9% | +4.3% | +1.8% |
| 30D | -2.6% | +32.8% | -35.3% | -5.8% |
| 3M | 0.0% | +69.3% | -69.3% | -5.9% |
| 6M | +7.4% | +74.0% | -66.6% | +0.3% |
| YTD | +15.9% | +46.4% | -30.5% | +10.2% |
| 1Y | +18.1% | +4.2% | +14.0% | +16.6% |
| 3Y | +58.4% | -19.7% | +78.1% | +57.5% |
| 5Y | +5.2% | -52.0% | +57.2% | +8.9% |
| 10Y | +35.9% | +356.9% | -321.0% | +15.3% |
| All | +57.7% | +1,229.9% | -1,172.2% | +25.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling