-62.8%
QS vs PAYC
-16.5%
-46.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -14.0% | +4.9% | -18.9% | -16.2% |
| 30D | -6.4% | +4.1% | -10.5% | -8.5% |
| 3M | -40.3% | +11.5% | -51.7% | -44.0% |
| 6M | -57.5% | +85.3% | -142.8% | -71.2% |
| YTD | -64.7% | +57.3% | -122.0% | -74.4% |
| 1Y | -72.9% | +52.6% | -125.4% | -80.0% |
| 3Y | -33.5% | +48.3% | -81.7% | -53.9% |
| 5Y | -90.5% | -47.8% | -42.7% | -87.8% |
| All | -62.8% | -16.5% | -46.3% | -3.0% |
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