+1,450.8%
PAYC vs FIVE
+550.2%
+900.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.1% | -8.8% | -5.3% |
| 7D | -2.9% | +4.3% | -7.1% | -4.3% |
| 30D | +32.8% | +12.5% | +20.2% | +27.4% |
| 3M | +69.3% | +31.2% | +38.0% | +54.1% |
| 6M | +74.0% | +14.4% | +59.6% | +63.2% |
| YTD | +46.4% | +33.9% | +12.5% | +29.8% |
| 1Y | +4.2% | +65.1% | -60.9% | -14.6% |
| 3Y | -19.7% | +49.0% | -68.7% | -37.9% |
| 5Y | -52.0% | +30.3% | -82.3% | -61.9% |
| 10Y | +356.9% | +481.1% | -124.2% | +118.7% |
| All | +1,450.8% | +550.2% | +900.6% | +593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling