+128.9%
USB vs PAYC
+1,439.3%
-1,310.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.5% |
| 7D | +2.4% | +2.0% | +0.4% | +2.0% |
| 30D | +6.6% | +18.8% | -12.2% | +2.9% |
| 3M | -4.1% | +53.2% | -57.3% | -12.6% |
| 6M | +12.5% | +103.7% | -91.2% | -4.1% |
| YTD | +17.6% | +69.5% | -51.8% | +3.5% |
| 1Y | +36.5% | +48.8% | -12.3% | +23.3% |
| 3Y | +95.4% | +72.8% | +22.6% | +68.4% |
| 5Y | +26.1% | -46.2% | +72.3% | +31.4% |
| 10Y | +101.3% | +541.1% | -439.8% | +40.5% |
| All | +128.9% | +1,439.3% | -1,310.4% | +50.1% |
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 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