+343.3%
PAYC vs UEC
+939.6%
-596.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.9% |
| 7D | -10.2% | -4.3% | -5.9% | -9.7% |
| 30D | +2.0% | -3.8% | +5.8% | +2.1% |
| 3M | +58.3% | +17.0% | +41.3% | +53.0% |
| 6M | +64.5% | -23.9% | +88.4% | +66.3% |
| YTD | +36.5% | -5.7% | +42.2% | +31.3% |
| 1Y | -1.3% | -12.5% | +11.3% | -5.5% |
| 3Y | -22.1% | +136.5% | -158.6% | -41.7% |
| 5Y | -53.3% | +243.3% | -296.6% | -70.1% |
| All | +343.3% | +939.6% | -596.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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