+56.9%
ON vs PAYC
-53.8%
+110.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -1.9% | -8.7% | +6.9% | +1.0% |
| 30D | -11.0% | +1.2% | -12.2% | -11.6% |
| 3M | -39.3% | +58.6% | -97.9% | -49.6% |
| 6M | +19.8% | +56.6% | -36.8% | -1.9% |
| YTD | +31.1% | +36.2% | -5.2% | +12.8% |
| 1Y | +46.0% | -2.2% | +48.2% | +44.7% |
| 3Y | -27.5% | -22.3% | -5.2% | -24.8% |
| 5Y | +56.9% | -53.9% | +110.8% | +94.4% |
| All | +56.9% | -53.8% | +110.7% | +94.4% |
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