-22.7%
U vs PAYC
-8.5%
-14.3%
-93.1%
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 | +2.6% | +4.9% | -2.3% | -1.0% |
| 30D | +27.6% | +4.1% | +23.4% | +21.5% |
| 3M | +15.3% | +11.5% | +3.9% | +3.7% |
| 6M | +96.4% | +85.3% | +11.1% | +16.8% |
| YTD | +19.6% | +57.3% | -37.7% | -20.4% |
| 1Y | +42.1% | +52.6% | -10.4% | -3.5% |
| 3Y | +87.5% | +48.3% | +39.3% | +20.8% |
| 5Y | -73.1% | -47.8% | -25.3% | -59.8% |
| All | -22.7% | -8.5% | -14.3% | -27.2% |
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 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