+95.7%
ES vs PAYC
+510.1%
-414.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | +0.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +8.2% | +5.2% | +3.1% | +7.4% |
| 3M | +0.6% | +18.0% | -17.4% | -1.8% |
| 6M | +6.0% | +81.6% | -75.7% | -3.2% |
| YTD | +9.3% | +57.3% | -47.9% | +1.4% |
| 1Y | +1.1% | +49.8% | -48.7% | -5.6% |
| 3Y | +51.9% | +49.0% | +2.9% | +39.9% |
| 5Y | +6.5% | -47.8% | +54.3% | +10.6% |
| All | +95.7% | +510.1% | -414.3% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling