-21.0%
PAYC vs FIVE
+59.0%
-80.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | -7.9% | +3.7% | -11.6% | -8.3% |
| 30D | +2.1% | +4.0% | -1.8% | +1.5% |
| 3M | +61.8% | +36.2% | +25.5% | +55.5% |
| 6M | +59.9% | +18.0% | +41.9% | +55.5% |
| YTD | +38.5% | +34.9% | +3.6% | +32.1% |
| 1Y | -1.4% | +67.9% | -69.3% | -8.9% |
| 3Y | -21.0% | +57.3% | -78.3% | -35.3% |
| All | -21.0% | +59.0% | -80.0% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling