+47.4%
EWZ vs PAYC
+454.0%
-406.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +1.9% |
| 7D | -1.5% | -10.2% | +8.7% | +0.9% |
| 30D | -24.5% | +6.1% | -30.7% | -25.6% |
| 3M | -10.7% | +10.1% | -20.8% | -12.9% |
| 6M | -19.1% | +88.6% | -107.7% | -31.8% |
| YTD | +1.6% | +50.0% | -48.4% | -10.2% |
| 1Y | +4.3% | +46.1% | -41.8% | -7.3% |
| 3Y | +19.0% | +51.2% | -32.2% | +1.3% |
| 5Y | +57.7% | -51.7% | +109.3% | +74.9% |
| All | +47.4% | +454.0% | -406.6% | -23.9% |
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 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