+317.7%
USFD vs PAYC
+484.2%
-166.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.7% |
| 7D | -3.0% | -2.9% | -0.1% | -2.2% |
| 30D | +3.5% | +32.8% | -29.2% | -5.1% |
| 3M | +26.6% | +69.3% | -42.7% | +7.8% |
| 6M | +11.7% | +74.0% | -62.3% | -6.8% |
| YTD | +38.1% | +46.4% | -8.3% | +20.5% |
| 1Y | +33.4% | +4.2% | +29.2% | +28.7% |
| 3Y | +155.8% | -19.7% | +175.6% | +151.2% |
| 5Y | +214.0% | -52.0% | +266.1% | +251.3% |
| 10Y | +320.4% | +356.9% | -36.5% | +180.5% |
| All | +317.7% | +484.2% | -166.5% | +178.4% |
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