+22.7%
USB vs PAYC
-50.1%
+72.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -0.9% |
| 7D | -1.5% | -4.1% | +2.6% | -0.8% |
| 30D | +4.3% | +12.4% | -8.1% | +2.2% |
| 3M | -6.1% | +43.3% | -49.3% | -12.4% |
| 6M | +9.4% | +90.7% | -81.3% | -3.9% |
| YTD | +15.2% | +58.0% | -42.8% | +4.5% |
| 1Y | +32.8% | +37.4% | -4.6% | +23.8% |
| 3Y | +91.3% | +61.1% | +30.2% | +71.6% |
| 5Y | +22.7% | -49.1% | +71.7% | +31.1% |
| All | +22.7% | -50.1% | +72.8% | +31.1% |
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