+133.5%
EFA vs PAYC
+1,137.5%
-1,004.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.5% | -8.7% | +8.3% | +0.9% |
| 30D | -1.3% | +1.2% | -2.5% | -1.6% |
| 3M | +5.2% | +58.6% | -53.4% | -2.8% |
| 6M | +9.4% | +56.6% | -47.3% | +0.7% |
| YTD | +12.7% | +36.2% | -23.5% | +5.8% |
| 1Y | +19.3% | -2.2% | +21.5% | +18.0% |
| 3Y | +66.3% | -22.3% | +88.6% | +65.2% |
| 5Y | +53.4% | -53.9% | +107.2% | +62.1% |
| 10Y | +144.4% | +347.5% | -203.1% | +82.9% |
| All | +133.5% | +1,137.5% | -1,004.0% | +61.4% |
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