-22.6%
PAYC vs VSXY
+339.2%
-361.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -10.2% | -0.3% | -9.8% | -10.2% |
| 30D | +2.0% | -22.1% | +24.0% | +3.5% |
| 3M | +58.3% | -1.1% | +59.4% | +58.2% |
| 6M | +64.5% | +53.8% | +10.7% | +57.4% |
| YTD | +36.5% | +35.5% | +1.1% | +31.7% |
| 1Y | -1.3% | +186.0% | -187.3% | -12.7% |
| All | -22.6% | +339.2% | -361.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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