+59.3%
USAR vs PAYC
-37.4%
+96.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -9.3% | -10.2% | +0.9% | -10.1% |
| 30D | -15.2% | +2.0% | -17.1% | -15.0% |
| 3M | -21.1% | +58.3% | -79.4% | -17.5% |
| 6M | -21.6% | +64.5% | -86.1% | -17.8% |
| YTD | +34.8% | +36.5% | -1.7% | +40.6% |
| 1Y | +15.6% | -1.3% | +16.9% | +19.2% |
| 3Y | +57.7% | -22.1% | +79.8% | +63.0% |
| All | +59.3% | -37.4% | +96.6% | +64.8% |
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