-99.9%
DFNS vs PAYC
-19.0%
-80.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.4% |
| 7D | -16.0% | -2.9% | -13.1% | -16.1% |
| 30D | -77.7% | +32.8% | -110.4% | -77.4% |
| 3M | -77.2% | +69.3% | -146.5% | -76.3% |
| 6M | -95.2% | +74.0% | -169.2% | -95.0% |
| YTD | -98.0% | +46.4% | -144.4% | -98.0% |
| 1Y | -98.3% | +4.2% | -102.4% | -98.4% |
| 3Y | -99.9% | -19.7% | -80.1% | -99.9% |
| 5Y | -99.9% | -52.0% | -47.8% | -99.9% |
| All | -99.9% | -19.0% | -80.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling