+279.2%
EWY vs PAYC
+1,137.5%
-858.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +6.7% | -8.7% | +15.4% | +8.1% |
| 30D | +17.0% | +1.2% | +15.8% | +16.6% |
| 3M | +3.7% | +58.6% | -55.0% | -5.2% |
| 6M | +42.5% | +56.6% | -14.1% | +29.7% |
| YTD | +96.2% | +36.2% | +60.0% | +82.4% |
| 1Y | +160.4% | -2.2% | +162.6% | +157.0% |
| 3Y | +231.7% | -22.3% | +254.0% | +228.6% |
| 5Y | +153.3% | -53.9% | +207.1% | +170.6% |
| 10Y | +308.8% | +347.5% | -38.7% | +206.8% |
| All | +279.2% | +1,137.5% | -858.3% | +168.4% |
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