+67.5%
MA vs PAYC
-53.3%
+120.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.4% |
| 7D | -1.8% | -7.9% | +6.1% | -0.2% |
| 30D | +1.4% | +2.1% | -0.7% | +0.9% |
| 3M | +17.7% | +61.8% | -44.0% | +5.7% |
| 6M | +9.7% | +59.9% | -50.3% | -1.7% |
| YTD | +0.5% | +38.5% | -38.0% | -7.5% |
| 1Y | -2.1% | -1.4% | -0.7% | -3.4% |
| 3Y | +40.1% | -21.0% | +61.1% | +41.2% |
| 5Y | +67.5% | -52.9% | +120.4% | +77.2% |
| All | +67.5% | -53.3% | +120.8% | +77.2% |
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