+349.2%
PAYC vs EFV
+169.9%
+179.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.2% |
| 7D | -5.5% | -0.8% | -4.7% | -4.7% |
| 30D | +3.8% | +0.6% | +3.1% | +3.2% |
| 3M | +65.8% | +7.5% | +58.3% | +53.7% |
| 6M | +68.7% | +13.0% | +55.7% | +46.2% |
| YTD | +38.3% | +18.3% | +20.0% | +12.8% |
| 1Y | -2.4% | +26.7% | -29.1% | -26.4% |
| 3Y | -21.5% | +89.6% | -111.1% | -62.9% |
| 5Y | -52.7% | +98.2% | -150.9% | -78.7% |
| All | +349.2% | +169.9% | +179.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling