+67.3%
DD vs PAYC
+352.8%
-285.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.9% | -10.2% | +7.3% | -0.5% |
| 30D | -11.5% | +2.0% | -13.5% | -12.0% |
| 3M | -5.4% | +58.3% | -63.7% | -16.5% |
| 6M | -6.9% | +64.5% | -71.4% | -19.5% |
| YTD | +6.9% | +36.5% | -29.6% | -3.5% |
| 1Y | +35.6% | -1.3% | +36.9% | +32.9% |
| 3Y | +42.5% | -22.1% | +64.7% | +42.5% |
| 5Y | +58.5% | -53.3% | +111.8% | +73.5% |
| All | +67.3% | +352.8% | -285.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling