+48.3%
PAYC vs FIVE
+40.0%
+8.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.9% | +2.7% | +2.2% | +4.5% |
| 30D | +4.1% | +12.7% | -8.5% | +2.6% |
| 3M | +11.5% | +2.1% | +9.4% | +10.9% |
| 6M | +85.3% | +17.5% | +67.8% | +81.0% |
| YTD | +57.3% | +31.0% | +26.3% | +50.7% |
| 1Y | +52.6% | +67.7% | -15.2% | +41.5% |
| 3Y | +48.3% | +43.4% | +4.9% | +25.6% |
| All | +48.3% | +40.0% | +8.3% | +25.6% |
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