+133.1%
QSR vs PAYC
+358.9%
-225.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -4.0% | -5.5% | +1.5% | -2.9% |
| 30D | +2.8% | +3.8% | -1.0% | +1.9% |
| 3M | +5.1% | +65.8% | -60.7% | -6.8% |
| 6M | +8.8% | +68.7% | -59.9% | -4.4% |
| YTD | +14.8% | +38.3% | -23.5% | +5.0% |
| 1Y | +25.7% | -2.4% | +28.1% | +23.8% |
| 3Y | +27.5% | -21.5% | +49.1% | +25.9% |
| 5Y | +41.3% | -52.7% | +94.0% | +52.7% |
| All | +133.1% | +358.9% | -225.8% | +52.6% |
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