+512.2%
PAYC vs USFR
+28.6%
+483.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +4.1% | +0.4% | +3.8% | +4.0% |
| 3M | +11.5% | +1.1% | +10.4% | +10.9% |
| 6M | +85.3% | +2.0% | +83.3% | +83.8% |
| YTD | +57.3% | +3.5% | +53.8% | +55.4% |
| 1Y | +52.6% | +4.1% | +48.5% | +50.4% |
| 3Y | +48.3% | +14.4% | +33.9% | +41.4% |
| 5Y | -47.8% | +21.4% | -69.3% | -52.8% |
| All | +512.2% | +28.6% | +483.6% | +407.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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