+43.3%
IR vs PAYC
-53.3%
+96.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.6% |
| 7D | +0.6% | -7.9% | +8.5% | +2.2% |
| 30D | -13.6% | +2.1% | -15.7% | -14.1% |
| 3M | +3.7% | +61.8% | -58.1% | -7.3% |
| 6M | -13.1% | +59.9% | -73.0% | -22.6% |
| YTD | -5.1% | +38.5% | -43.6% | -12.9% |
| 1Y | -6.5% | -1.4% | -5.1% | -6.7% |
| 3Y | +8.5% | -21.0% | +29.5% | +10.6% |
| 5Y | +43.3% | -52.9% | +96.2% | +63.7% |
| All | +43.3% | -53.3% | +96.6% | +63.7% |
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