+49.2%
EWJ vs PAYC
-54.0%
+103.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.5% | -10.2% | +8.7% | -0.5% |
| 30D | +0.2% | +2.0% | -1.8% | -0.1% |
| 3M | +8.6% | +58.3% | -49.7% | +3.0% |
| 6M | +12.1% | +64.5% | -52.3% | +5.6% |
| YTD | +20.1% | +36.5% | -16.4% | +15.5% |
| 1Y | +25.2% | -1.3% | +26.4% | +25.6% |
| 3Y | +70.8% | -22.1% | +92.9% | +73.6% |
| 5Y | +49.2% | -53.3% | +102.5% | +51.8% |
| All | +49.2% | -54.0% | +103.2% | +51.8% |
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