-69.9%
VFC vs PAYC
+352.8%
-422.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.3% | -10.2% | +6.9% | 0.0% |
| 30D | -14.0% | +2.0% | -16.0% | -14.7% |
| 3M | -22.6% | +58.3% | -80.8% | -34.8% |
| 6M | -24.7% | +64.5% | -89.2% | -38.1% |
| YTD | -29.0% | +36.5% | -65.5% | -38.2% |
| 1Y | -13.8% | -1.3% | -12.5% | -16.3% |
| 3Y | -28.2% | -22.1% | -6.1% | -27.8% |
| 5Y | -79.0% | -53.3% | -25.7% | -76.2% |
| All | -69.9% | +352.8% | -422.7% | -77.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling