+86.6%
QLD vs PAYC
-47.7%
+134.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.7% |
| 7D | +12.5% | -0.5% | +13.0% | +12.6% |
| 30D | -15.7% | +5.2% | -20.8% | -17.8% |
| 3M | -11.9% | +18.0% | -29.9% | -18.7% |
| 6M | -10.3% | +81.6% | -91.9% | -34.8% |
| YTD | +15.6% | +57.3% | -41.7% | -11.4% |
| 1Y | +12.1% | +49.8% | -37.7% | -12.0% |
| 3Y | +150.7% | +49.0% | +101.7% | +87.9% |
| 5Y | +86.6% | -47.8% | +134.5% | +184.5% |
| All | +86.6% | -47.7% | +134.3% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 5y: compounded portfolio wealth divided by compounded PAYC 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…
5y analysis · Full analysis span regression · 6 months rolling