+474.3%
PAYC vs FIVE
+596.6%
-122.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -2.2% |
| 7D | -11.1% | +6.2% | -17.3% | -12.9% |
| 30D | +1.8% | +18.2% | -16.4% | -3.8% |
| 3M | +10.2% | +3.8% | +6.3% | +8.0% |
| 6M | +73.5% | +13.7% | +59.8% | +63.6% |
| YTD | +49.4% | +34.7% | +14.7% | +31.2% |
| 1Y | +47.2% | +66.6% | -19.4% | +19.8% |
| 3Y | +44.4% | +44.3% | +0.2% | +12.6% |
| 5Y | -52.1% | +18.8% | -70.9% | -60.9% |
| 10Y | +474.3% | +569.2% | -94.9% | +208.4% |
| All | +474.3% | +596.6% | -122.3% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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