+1,367.0%
PAYC vs EFV
+138.0%
+1,229.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.7% |
| 7D | -7.9% | +1.0% | -8.9% | -8.7% |
| 30D | +2.1% | +0.2% | +2.0% | +2.0% |
| 3M | +61.8% | +9.6% | +52.2% | +47.4% |
| 6M | +59.9% | +14.0% | +45.9% | +38.2% |
| YTD | +38.5% | +18.5% | +20.0% | +13.9% |
| 1Y | -1.4% | +27.9% | -29.3% | -25.2% |
| 3Y | -21.0% | +92.4% | -113.4% | -61.6% |
| 5Y | -52.9% | +97.2% | -150.1% | -77.5% |
| 10Y | +332.8% | +163.0% | +169.8% | +51.0% |
| All | +1,367.0% | +138.0% | +1,229.0% | +445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling