-43.5%
QS vs PAYC
-26.5%
-17.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +4.7% |
| 7D | +2.2% | -7.9% | +10.1% | +6.3% |
| 30D | -8.1% | +2.1% | -10.2% | -9.6% |
| 3M | -27.0% | +61.8% | -88.8% | -46.1% |
| 6M | -16.4% | +59.9% | -76.4% | -39.7% |
| YTD | -46.4% | +38.5% | -84.9% | -58.3% |
| 1Y | -41.1% | -1.4% | -39.7% | -43.9% |
| 3Y | -18.6% | -21.0% | +2.4% | -20.5% |
| 5Y | -73.0% | -52.9% | -20.1% | -63.3% |
| All | -43.5% | -26.5% | -17.1% | +58.1% |
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