+121.0%
QLD vs PAYC
-51.7%
+172.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.9% |
| 7D | +0.6% | -2.9% | +3.4% | +1.8% |
| 30D | -0.1% | +32.8% | -32.9% | -13.4% |
| 3M | -8.4% | +69.3% | -77.6% | -30.5% |
| 6M | +32.2% | +74.0% | -41.8% | -3.0% |
| YTD | +28.9% | +46.4% | -17.5% | +2.6% |
| 1Y | +43.8% | +4.2% | +39.7% | +36.7% |
| 3Y | +176.6% | -19.7% | +196.3% | +185.7% |
| All | +121.0% | -51.7% | +172.7% | +180.3% |
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