+51.2%
PAYC vs FIVE
+34.8%
+16.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -5.0% |
| 7D | -10.2% | -0.3% | -9.9% | -10.1% |
| 30D | +6.1% | +17.7% | -11.5% | +4.1% |
| 3M | +10.1% | +4.0% | +6.1% | +9.3% |
| 6M | +88.6% | +2.6% | +86.0% | +87.0% |
| YTD | +50.0% | +27.6% | +22.4% | +44.2% |
| 1Y | +46.1% | +59.9% | -13.9% | +36.3% |
| 3Y | +51.2% | +35.8% | +15.4% | +30.1% |
| All | +51.2% | +34.8% | +16.3% | +30.1% |
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