-22.7%
PAYC vs USFR
+14.0%
-36.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.7% | +0.1% | -8.8% | -8.7% |
| 30D | +1.2% | +0.3% | +0.9% | +1.4% |
| 3M | +58.6% | +1.0% | +57.6% | +60.4% |
| 6M | +56.6% | +1.9% | +54.7% | +62.2% |
| YTD | +36.2% | +2.7% | +33.6% | +43.3% |
| 1Y | -2.2% | +4.0% | -6.2% | +6.0% |
| All | -22.7% | +14.0% | -36.8% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling