-33.7%
TLT vs PAYC
-53.3%
+19.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.1% |
| 7D | +0.4% | -7.9% | +8.3% | +0.6% |
| 30D | -0.3% | +2.1% | -2.4% | -0.4% |
| 3M | -1.7% | +61.8% | -63.5% | -2.9% |
| 6M | -4.9% | +59.9% | -64.8% | -6.0% |
| YTD | -2.8% | +38.5% | -41.3% | -3.6% |
| 1Y | -4.2% | -1.4% | -2.8% | -4.2% |
| 3Y | -1.1% | -21.0% | +19.9% | -1.0% |
| 5Y | -33.7% | -52.9% | +19.2% | -32.3% |
| All | -33.7% | -53.3% | +19.6% | -32.3% |
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