-47.7%
QS vs PAYC
-27.5%
-20.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -5.0% | -10.2% | +5.2% | +0.2% |
| 30D | -18.3% | +2.0% | -20.3% | -19.5% |
| 3M | -26.0% | +58.3% | -84.3% | -44.6% |
| 6M | -24.0% | +64.5% | -88.5% | -46.1% |
| YTD | -50.3% | +36.5% | -86.8% | -61.1% |
| 1Y | -38.0% | -1.3% | -36.7% | -41.1% |
| 3Y | -24.6% | -22.1% | -2.5% | -25.7% |
| 5Y | -75.4% | -53.3% | -22.1% | -66.4% |
| All | -47.7% | -27.5% | -20.1% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling