+328.2%
USFD vs PAYC
+498.4%
-170.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +1.3% |
| 7D | +3.0% | -10.2% | +13.1% | +6.1% |
| 30D | +11.1% | +6.1% | +4.9% | +9.1% |
| 3M | -0.3% | +10.1% | -10.3% | -3.3% |
| 6M | +15.9% | +88.6% | -72.8% | -5.2% |
| YTD | +41.6% | +50.0% | -8.4% | +22.4% |
| 1Y | +49.4% | +46.1% | +3.3% | +30.0% |
| 3Y | +157.8% | +51.2% | +106.7% | +113.4% |
| 5Y | +176.6% | -51.7% | +228.3% | +210.1% |
| 10Y | +375.4% | +467.4% | -92.0% | +212.8% |
| All | +328.2% | +498.4% | -170.2% | +182.9% |
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