-29.7%
MOD vs PAYC
+46.9%
-76.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +4.3% |
| 7D | +8.2% | -9.5% | +17.7% | +3.8% |
| 30D | -38.2% | +3.3% | -41.4% | -36.9% |
| 3M | -46.2% | +14.5% | -60.7% | -42.5% |
| 6M | -62.5% | +76.0% | -138.6% | -48.5% |
| YTD | -20.1% | +53.4% | -73.5% | +2.3% |
| 1Y | -29.7% | +43.8% | -73.5% | -7.0% |
| All | -29.7% | +46.9% | -76.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling