+68.1%
DD vs PAYC
-47.7%
+115.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.1% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +19.4% | +5.2% | +14.3% | +18.0% |
| 3M | +7.6% | +18.0% | -10.3% | +3.7% |
| 6M | +2.9% | +81.6% | -78.7% | -11.2% |
| YTD | +29.9% | +57.3% | -27.4% | +15.2% |
| 1Y | +28.6% | +49.8% | -21.2% | +15.6% |
| 3Y | +90.0% | +49.0% | +41.0% | +68.1% |
| 5Y | +68.1% | -47.8% | +116.0% | +81.4% |
| All | +68.1% | -47.7% | +115.9% | +81.4% |
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