+349.2%
PAYC vs PSLV
+190.6%
+158.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -5.5% | -3.5% | -2.1% | -5.2% |
| 30D | +3.8% | -2.1% | +5.9% | +3.9% |
| 3M | +65.8% | -1.6% | +67.5% | +65.8% |
| 6M | +68.7% | -25.5% | +94.2% | +73.0% |
| YTD | +38.3% | -11.4% | +49.8% | +34.1% |
| 1Y | -2.4% | +48.6% | -51.0% | -15.2% |
| 3Y | -21.5% | +166.9% | -188.4% | -41.2% |
| 5Y | -52.7% | +152.4% | -205.1% | -64.6% |
| All | +349.2% | +190.6% | +158.7% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling