-53.3%
PAYC vs USFR
+20.4%
-73.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -10.2% | +0.1% | -10.3% | -10.1% |
| 30D | +2.0% | +0.3% | +1.6% | +2.5% |
| 3M | +58.3% | +1.0% | +57.3% | +60.8% |
| 6M | +64.5% | +1.9% | +62.6% | +71.1% |
| YTD | +36.5% | +2.7% | +33.9% | +44.5% |
| 1Y | -1.3% | +4.0% | -5.3% | +7.7% |
| 3Y | -22.1% | +14.1% | -36.2% | +14.6% |
| 5Y | -53.3% | +20.5% | -73.8% | -22.9% |
| All | -53.3% | +20.4% | -73.8% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling