+89.8%
RF vs PAYC
-53.3%
+143.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.1% |
| 7D | +2.7% | -7.9% | +10.6% | +4.3% |
| 30D | -3.4% | +2.1% | -5.5% | -3.9% |
| 3M | +6.4% | +61.8% | -55.4% | -5.0% |
| 6M | +13.4% | +59.9% | -46.5% | +0.9% |
| YTD | +14.2% | +38.5% | -24.3% | +4.8% |
| 1Y | +15.7% | -1.4% | +17.1% | +14.9% |
| 3Y | +91.3% | -21.0% | +112.3% | +92.9% |
| 5Y | +89.8% | -52.9% | +142.7% | +92.2% |
| All | +89.8% | -53.3% | +143.1% | +92.2% |
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