+474.3%
PAYC vs VT
+223.7%
+250.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -4.0% |
| 7D | -11.1% | +0.4% | -11.5% | -11.6% |
| 30D | +1.8% | -2.6% | +4.4% | +5.3% |
| 3M | +10.2% | -3.2% | +13.4% | +14.8% |
| 6M | +73.5% | +0.9% | +72.6% | +67.7% |
| YTD | +49.4% | +11.3% | +38.1% | +22.7% |
| 1Y | +47.2% | +14.0% | +33.2% | +16.3% |
| 3Y | +44.4% | +75.8% | -31.4% | -42.2% |
| 5Y | -52.1% | +57.8% | -109.9% | -76.4% |
| 10Y | +474.3% | +219.8% | +254.4% | +3.7% |
| All | +474.3% | +223.7% | +250.6% | +3.7% |
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