+67.6%
EWZ vs PAYC
-53.3%
+120.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +2.4% |
| 7D | +5.6% | -7.9% | +13.5% | +6.3% |
| 30D | +9.3% | +2.1% | +7.1% | +9.0% |
| 3M | +15.7% | +61.8% | -46.1% | +10.3% |
| 6M | +7.4% | +59.9% | -52.5% | +2.2% |
| YTD | +22.7% | +38.5% | -15.8% | +18.6% |
| 1Y | +36.4% | -1.4% | +37.8% | +37.2% |
| 3Y | +50.4% | -21.0% | +71.4% | +52.5% |
| 5Y | +67.6% | -52.9% | +120.5% | +59.0% |
| All | +67.6% | -53.3% | +120.9% | +59.0% |
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