+167.5%
DVA vs PAYC
+1,137.5%
-970.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.8% |
| 7D | +2.0% | -8.7% | +10.8% | +3.2% |
| 30D | -0.4% | +1.2% | -1.5% | -0.6% |
| 3M | -7.7% | +58.6% | -66.3% | -13.7% |
| 6M | +20.0% | +56.6% | -36.7% | +11.8% |
| YTD | +61.1% | +36.2% | +24.8% | +52.6% |
| 1Y | +33.9% | -2.2% | +36.1% | +32.9% |
| 3Y | +91.5% | -22.3% | +113.8% | +91.0% |
| 5Y | +41.8% | -53.9% | +95.6% | +48.9% |
| 10Y | +187.5% | +347.5% | -160.0% | +122.0% |
| All | +167.5% | +1,137.5% | -970.0% | +98.9% |
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