-62.1%
W vs PAYC
-53.3%
-8.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +3.8% |
| 7D | +6.5% | -7.9% | +14.4% | +11.5% |
| 30D | -6.2% | +2.1% | -8.4% | -8.0% |
| 3M | +48.9% | +61.8% | -12.9% | +5.3% |
| 6M | +31.2% | +59.9% | -28.7% | -9.2% |
| YTD | -0.4% | +38.5% | -38.9% | -24.9% |
| 1Y | +14.8% | -1.4% | +16.2% | +9.2% |
| 3Y | +40.5% | -21.0% | +61.5% | +42.1% |
| 5Y | -62.1% | -52.9% | -9.2% | -47.7% |
| All | -62.1% | -53.3% | -8.8% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling