+1,298.4%
MOD vs PAYC
+1,229.9%
+68.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.7% | +8.0% | +5.1% |
| 7D | +9.6% | -2.9% | +12.5% | +10.3% |
| 30D | 0.0% | +32.8% | -32.7% | -7.0% |
| 3M | -35.4% | +69.3% | -104.7% | -44.1% |
| 6M | -7.3% | +74.0% | -81.2% | -21.4% |
| YTD | +45.8% | +46.4% | -0.6% | +28.2% |
| 1Y | +43.1% | +4.2% | +39.0% | +37.5% |
| 3Y | +297.7% | -19.7% | +317.4% | +290.1% |
| 5Y | +1,478.8% | -52.0% | +1,530.8% | +1,618.3% |
| 10Y | +1,633.4% | +356.9% | +1,276.5% | +1,012.7% |
| All | +1,298.4% | +1,229.9% | +68.6% | +675.2% |
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 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