+906.4%
MOD vs PAYC
+453.6%
+452.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.1% | +10.8% | +6.9% |
| 7D | -25.5% | -10.2% | -15.4% | -23.8% |
| 30D | -49.0% | +6.1% | -55.1% | -50.0% |
| 3M | -49.8% | +10.1% | -59.9% | -51.4% |
| 6M | -64.8% | +88.6% | -153.4% | -71.1% |
| YTD | -27.6% | +50.0% | -77.6% | -37.6% |
| 1Y | -35.2% | +46.1% | -81.3% | -43.8% |
| 3Y | +137.1% | +51.2% | +86.0% | +99.0% |
| 5Y | +760.3% | -51.7% | +811.9% | +856.7% |
| All | +906.4% | +453.6% | +452.8% | +618.0% |
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 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