+124.1%
USB vs PAYC
+1,335.2%
-1,211.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -0.8% |
| 7D | -1.5% | -4.1% | +2.6% | -0.7% |
| 30D | +4.3% | +12.4% | -8.1% | +1.8% |
| 3M | -6.1% | +43.3% | -49.3% | -13.3% |
| 6M | +9.4% | +90.7% | -81.3% | -5.5% |
| YTD | +15.2% | +58.0% | -42.8% | +2.7% |
| 1Y | +32.8% | +37.4% | -4.6% | +21.8% |
| 3Y | +91.3% | +61.1% | +30.2% | +67.1% |
| 5Y | +22.7% | -49.1% | +71.7% | +29.1% |
| 10Y | +97.0% | +497.7% | -400.7% | +39.5% |
| All | +124.1% | +1,335.2% | -1,211.1% | +49.0% |
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 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