+3,072.0%
QLD vs PAYC
+1,229.9%
+1,842.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +2.1% |
| 7D | +0.6% | -2.9% | +3.4% | +1.9% |
| 30D | -0.1% | +32.8% | -32.9% | -14.4% |
| 3M | -8.4% | +69.3% | -77.6% | -31.6% |
| 6M | +32.2% | +74.0% | -41.8% | -4.6% |
| YTD | +28.9% | +46.4% | -17.5% | +0.4% |
| 1Y | +43.8% | +4.2% | +39.7% | +32.1% |
| 3Y | +176.6% | -19.7% | +196.3% | +162.5% |
| 5Y | +121.6% | -52.0% | +173.6% | +176.3% |
| 10Y | +1,652.9% | +356.9% | +1,296.0% | +846.4% |
| All | +3,072.0% | +1,229.9% | +1,842.1% | +1,323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling