-100.0%
DFNS vs PAYC
-51.7%
-48.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -42.8% | -11.1% | -31.7% | -43.1% |
| 30D | -67.6% | +1.8% | -69.4% | -67.5% |
| 3M | -94.9% | +10.2% | -105.1% | -94.8% |
| 6M | -96.7% | +73.5% | -170.3% | -96.6% |
| YTD | -99.6% | +49.4% | -149.0% | -99.6% |
| 1Y | -99.7% | +47.2% | -146.9% | -99.7% |
| 3Y | -100.0% | +44.4% | -144.4% | -100.0% |
| All | -100.0% | -51.7% | -48.3% | -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 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