-28.4%
DT vs PAYC
-53.8%
+25.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | -0.5% | -8.7% | +8.2% | +3.7% |
| 30D | +0.1% | +1.2% | -1.1% | -0.5% |
| 3M | +24.1% | +58.6% | -34.5% | -3.3% |
| 6M | +30.1% | +56.6% | -26.5% | +1.8% |
| YTD | +16.8% | +36.2% | -19.5% | -2.6% |
| 1Y | -0.1% | -2.2% | +2.1% | -2.7% |
| 3Y | +6.8% | -22.3% | +29.1% | +8.5% |
| 5Y | -28.4% | -53.9% | +25.5% | -0.9% |
| All | -28.4% | -53.8% | +25.5% | -0.9% |
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 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