+135.5%
USB vs PAYC
+1,229.9%
-1,094.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.5% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | -1.3% | +32.8% | -34.1% | -7.4% |
| 3M | +15.2% | +69.3% | -54.0% | +2.5% |
| 6M | +18.8% | +74.0% | -55.1% | +4.3% |
| YTD | +21.0% | +46.4% | -25.4% | +9.8% |
| 1Y | +34.0% | +4.2% | +29.8% | +30.3% |
| 3Y | +95.3% | -19.7% | +115.1% | +93.0% |
| 5Y | +40.4% | -52.0% | +92.4% | +49.4% |
| 10Y | +107.3% | +356.9% | -249.6% | +51.9% |
| All | +135.5% | +1,229.9% | -1,094.4% | +59.2% |
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