+349.2%
PAYC vs VYM
+209.2%
+140.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +0.5% |
| 7D | -5.5% | -0.8% | -4.7% | -4.5% |
| 30D | +3.8% | -2.2% | +6.0% | +6.9% |
| 3M | +65.8% | +3.1% | +62.7% | +59.4% |
| 6M | +68.7% | +9.7% | +59.0% | +48.3% |
| YTD | +38.3% | +14.9% | +23.5% | +13.8% |
| 1Y | -2.4% | +17.6% | -19.9% | -22.3% |
| 3Y | -21.5% | +65.3% | -86.9% | -60.4% |
| 5Y | -52.7% | +78.7% | -131.4% | -77.9% |
| All | +349.2% | +209.2% | +140.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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