-34.5%
UPS vs PAYC
-54.0%
+19.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -10.2% | +6.8% | -1.7% |
| 30D | -2.7% | +2.0% | -4.7% | -3.1% |
| 3M | -1.6% | +58.3% | -59.9% | -10.1% |
| 6M | +2.3% | +64.5% | -62.2% | -7.6% |
| YTD | +5.6% | +36.5% | -31.0% | -1.4% |
| 1Y | +27.1% | -1.3% | +28.3% | +26.5% |
| 3Y | -26.3% | -22.1% | -4.2% | -25.2% |
| 5Y | -34.5% | -53.3% | +18.9% | -32.0% |
| All | -34.5% | -54.0% | +19.5% | -32.0% |
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