-41.2%
PAYC vs VSXY
+42.7%
-83.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -5.9% |
| 7D | -7.9% | -6.8% | -1.1% | -7.3% |
| 30D | +2.1% | -20.4% | +22.5% | +4.8% |
| 3M | +61.8% | +2.9% | +58.9% | +60.6% |
| 6M | +59.9% | +67.9% | -8.0% | +45.7% |
| YTD | +38.5% | +44.9% | -6.4% | +28.2% |
| 1Y | -1.4% | +205.9% | -207.3% | -19.9% |
| 3Y | -21.0% | +373.9% | -394.9% | -45.7% |
| 5Y | -52.9% | +23.5% | -76.4% | -60.2% |
| All | -41.2% | +42.7% | -83.9% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling