-53.3%
PAYC vs EFV
+94.1%
-147.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -10.2% | -2.0% | -8.2% | -8.7% |
| 30D | +2.0% | -0.2% | +2.1% | +2.1% |
| 3M | +58.3% | +9.1% | +49.1% | +47.5% |
| 6M | +64.5% | +11.7% | +52.8% | +48.5% |
| YTD | +36.5% | +17.0% | +19.5% | +16.6% |
| 1Y | -1.3% | +26.7% | -28.0% | -22.1% |
| 3Y | -22.1% | +90.2% | -112.3% | -59.9% |
| 5Y | -53.3% | +96.1% | -149.4% | -77.5% |
| All | -53.3% | +94.1% | -147.4% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling