-51.2%
USO vs PAYC
+1,158.0%
-1,209.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +3.5% |
| 7D | +3.6% | -7.9% | +11.5% | +4.5% |
| 30D | +23.8% | +2.1% | +21.6% | +23.4% |
| 3M | +8.1% | +61.8% | -53.7% | +1.7% |
| 6M | +34.3% | +59.9% | -25.7% | +26.3% |
| YTD | +111.1% | +38.5% | +72.6% | +101.5% |
| 1Y | +99.9% | -1.4% | +101.3% | +98.0% |
| 3Y | +86.5% | -21.0% | +107.5% | +84.8% |
| 5Y | +200.5% | -52.9% | +253.4% | +211.9% |
| 10Y | +66.5% | +332.8% | -266.3% | +29.3% |
| All | -51.2% | +1,158.0% | -1,209.2% | -65.8% |
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