+3.8%
MSCI vs PAYC
-52.1%
+55.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -0.7% |
| 7D | +2.8% | -10.2% | +13.0% | +6.3% |
| 30D | +15.4% | +6.1% | +9.3% | +13.3% |
| 3M | +13.4% | +10.1% | +3.3% | +10.0% |
| 6M | +10.9% | +88.6% | -77.7% | -10.7% |
| YTD | +13.0% | +50.0% | -37.0% | -2.8% |
| 1Y | +12.0% | +46.1% | -34.0% | -2.9% |
| 3Y | +34.1% | +51.2% | -17.1% | +10.0% |
| All | +3.8% | -52.1% | +55.9% | +48.7% |
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