-100.0%
DFNS vs PAYC
-12.9%
-87.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +2.5% | -21.9% | -19.3% |
| 7D | -12.7% | -0.5% | -12.2% | -12.7% |
| 30D | -65.2% | +5.2% | -70.4% | -65.1% |
| 3M | -94.6% | +18.0% | -112.5% | -94.5% |
| 6M | -96.2% | +81.6% | -177.9% | -96.1% |
| YTD | -99.6% | +57.3% | -156.9% | -99.6% |
| 1Y | -99.7% | +49.8% | -149.5% | -99.7% |
| 3Y | -100.0% | +49.0% | -149.0% | -100.0% |
| 5Y | -100.0% | -47.8% | -52.1% | -100.0% |
| All | -100.0% | -12.9% | -87.0% | -100.0% |
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