+584.7%
AJG vs PAYC
+1,140.1%
-555.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -8.5% | -10.2% | +1.7% | -6.7% |
| 30D | -3.8% | +2.0% | -5.7% | -4.1% |
| 3M | +10.8% | +58.3% | -47.5% | +1.3% |
| 6M | +15.6% | +64.5% | -48.9% | +4.6% |
| YTD | -5.1% | +36.5% | -41.7% | -11.5% |
| 1Y | -16.0% | -1.3% | -14.8% | -17.2% |
| 3Y | +9.7% | -22.1% | +31.9% | +8.6% |
| 5Y | +77.8% | -53.3% | +131.2% | +88.3% |
| 10Y | +478.2% | +348.5% | +129.8% | +333.1% |
| All | +584.7% | +1,140.1% | -555.4% | +370.7% |
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 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