+1,450.8%
PAYC vs USFR
+27.6%
+1,423.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.9% | +0.1% | -2.9% | -2.8% |
| 30D | +32.8% | +0.3% | +32.5% | +32.9% |
| 3M | +69.3% | +1.0% | +68.3% | +70.1% |
| 6M | +74.0% | +1.9% | +72.0% | +75.7% |
| YTD | +46.4% | +2.6% | +43.8% | +48.4% |
| 1Y | +4.2% | +4.0% | +0.2% | +6.3% |
| 3Y | -19.7% | +14.1% | -33.8% | -14.1% |
| 5Y | -52.0% | +20.4% | -72.4% | -47.5% |
| 10Y | +356.9% | +28.0% | +328.9% | +415.4% |
| All | +1,450.8% | +27.6% | +1,423.2% | +1,728.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling