+594.0%
MOD vs PAYC
+1,262.3%
-668.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.1% | +10.8% | +6.8% |
| 7D | -25.5% | -10.2% | -15.4% | -23.9% |
| 30D | -49.0% | +6.1% | -55.1% | -50.0% |
| 3M | -49.8% | +10.1% | -59.9% | -51.3% |
| 6M | -64.8% | +88.6% | -153.4% | -70.7% |
| YTD | -27.6% | +50.0% | -77.6% | -37.1% |
| 1Y | -35.2% | +46.1% | -81.3% | -43.3% |
| 3Y | +137.1% | +51.2% | +86.0% | +101.5% |
| 5Y | +760.3% | -51.7% | +811.9% | +832.5% |
| 10Y | +938.8% | +467.4% | +471.5% | +537.1% |
| All | +594.0% | +1,262.3% | -668.2% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling