+99.6%
DE vs PAYC
-52.9%
+152.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.5% |
| 7D | -2.6% | -5.5% | +2.9% | -1.9% |
| 30D | +9.0% | +3.8% | +5.2% | +8.5% |
| 3M | +19.1% | +65.8% | -46.7% | +10.9% |
| 6M | +14.4% | +68.7% | -54.3% | +5.6% |
| YTD | +45.9% | +38.3% | +7.6% | +38.8% |
| 1Y | +43.6% | -2.4% | +46.0% | +44.7% |
| 3Y | +75.9% | -21.5% | +97.4% | +78.8% |
| All | +99.6% | -52.9% | +152.5% | +113.8% |
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 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