+239.1%
ACWI vs PAYC
+1,262.3%
-1,023.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.0% | +0.9% |
| 7D | -2.4% | -10.2% | +7.8% | -0.5% |
| 30D | -5.2% | +6.1% | -11.3% | -6.3% |
| 3M | -4.8% | +10.1% | -14.9% | -6.7% |
| 6M | -1.3% | +88.6% | -89.9% | -13.4% |
| YTD | +8.4% | +50.0% | -41.6% | -1.3% |
| 1Y | +11.0% | +46.1% | -35.0% | +1.5% |
| 3Y | +70.6% | +51.2% | +19.4% | +51.6% |
| 5Y | +55.3% | -51.7% | +107.0% | +64.6% |
| 10Y | +223.2% | +467.4% | -244.2% | +131.7% |
| All | +239.1% | +1,262.3% | -1,023.1% | +127.6% |
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