+1,346.1%
PAYC vs PSLV
+170.2%
+1,175.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.5% |
| 7D | -10.2% | -4.9% | -5.3% | -9.9% |
| 30D | +2.0% | -1.9% | +3.8% | +2.0% |
| 3M | +58.3% | +4.2% | +54.1% | +57.7% |
| 6M | +64.5% | -27.6% | +92.1% | +67.6% |
| YTD | +36.5% | -11.7% | +48.2% | +34.0% |
| 1Y | -1.3% | +49.3% | -50.6% | -9.6% |
| 3Y | -22.1% | +167.1% | -189.3% | -34.7% |
| 5Y | -53.3% | +151.7% | -205.0% | -61.0% |
| 10Y | +348.5% | +187.0% | +161.5% | +246.6% |
| All | +1,346.1% | +170.2% | +1,175.9% | +1,011.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling