-50.7%
PAYC vs FIVE
+31.2%
-82.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.8% | -5.1% |
| 7D | -2.9% | +4.3% | -7.1% | -4.1% |
| 30D | +32.8% | +12.5% | +20.2% | +28.1% |
| 3M | +69.3% | +31.2% | +38.0% | +56.0% |
| 6M | +74.0% | +14.4% | +59.6% | +64.5% |
| YTD | +46.4% | +33.9% | +12.5% | +31.6% |
| 1Y | +4.2% | +65.1% | -60.9% | -12.8% |
| 3Y | -19.7% | +49.0% | -68.7% | -33.7% |
| All | -50.7% | +31.2% | -82.0% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling