+521.2%
PAYC vs VT
+217.6%
+303.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -9.5% | -0.1% | -9.4% | -9.4% |
| 30D | +2.5% | -3.1% | +5.5% | +6.7% |
| 3M | +11.7% | -3.5% | +15.2% | +16.8% |
| 6M | +74.6% | +0.5% | +74.2% | +69.9% |
| YTD | +50.4% | +10.8% | +39.6% | +24.3% |
| 1Y | +44.0% | +11.9% | +32.1% | +17.0% |
| 3Y | +42.5% | +73.0% | -30.5% | -41.5% |
| 5Y | -50.3% | +58.6% | -108.9% | -75.7% |
| 10Y | +521.2% | +219.2% | +302.0% | +18.5% |
| All | +521.2% | +217.6% | +303.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling