+277.0%
IR vs PAYC
+244.2%
+32.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -1.9% | -8.7% | +6.9% | +0.3% |
| 30D | -15.0% | +1.2% | -16.2% | -15.4% |
| 3M | -0.4% | +58.6% | -59.0% | -12.8% |
| 6M | -15.0% | +56.6% | -71.7% | -26.1% |
| YTD | -7.1% | +36.2% | -43.3% | -16.5% |
| 1Y | -7.5% | -2.2% | -5.4% | -9.2% |
| 3Y | +6.3% | -22.3% | +28.6% | +5.6% |
| 5Y | +37.3% | -53.9% | +91.2% | +53.5% |
| All | +277.0% | +244.2% | +32.8% | +165.6% |
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