+140.1%
IEFA vs PAYC
+1,137.5%
-997.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | -0.5% | -8.7% | +8.3% | +0.9% |
| 30D | -1.1% | +1.2% | -2.3% | -1.4% |
| 3M | +5.1% | +58.6% | -53.5% | -3.0% |
| 6M | +9.3% | +56.6% | -47.3% | +0.6% |
| YTD | +13.0% | +36.2% | -23.3% | +6.0% |
| 1Y | +19.2% | -2.2% | +21.4% | +17.9% |
| 3Y | +67.0% | -22.3% | +89.3% | +65.8% |
| 5Y | +51.1% | -53.9% | +105.0% | +59.7% |
| 10Y | +146.5% | +347.5% | -201.0% | +85.2% |
| All | +140.1% | +1,137.5% | -997.4% | +66.9% |
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 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