+1,343.1%
PAYC vs VYM
+279.2%
+1,063.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | -8.7% | -1.0% | -7.8% | -7.5% |
| 30D | +1.2% | -2.0% | +3.2% | +3.9% |
| 3M | +58.6% | +3.1% | +55.6% | +52.5% |
| 6M | +56.6% | +8.9% | +47.7% | +39.2% |
| YTD | +36.2% | +14.7% | +21.5% | +12.5% |
| 1Y | -2.2% | +19.4% | -21.6% | -23.5% |
| 3Y | -22.3% | +65.4% | -87.7% | -60.4% |
| 5Y | -53.9% | +77.6% | -131.4% | -78.0% |
| 10Y | +347.5% | +207.8% | +139.7% | +5.5% |
| All | +1,343.1% | +279.2% | +1,063.8% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling