-75.4%
QS vs PAYC
-54.0%
-21.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -5.0% | -10.2% | +5.2% | +0.3% |
| 30D | -18.3% | +2.0% | -20.3% | -19.6% |
| 3M | -26.0% | +58.3% | -84.3% | -45.1% |
| 6M | -24.0% | +64.5% | -88.5% | -46.8% |
| YTD | -50.3% | +36.5% | -86.8% | -61.3% |
| 1Y | -38.0% | -1.3% | -36.7% | -40.8% |
| 3Y | -24.6% | -22.1% | -2.5% | -24.6% |
| 5Y | -75.4% | -53.3% | -22.1% | -64.9% |
| All | -75.4% | -54.0% | -21.4% | -64.9% |
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