-36.7%
AUR vs PAYC
-31.4%
-5.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +0.2% | -10.2% | +10.3% | +5.6% |
| 30D | -8.9% | +2.0% | -10.9% | -10.4% |
| 3M | +4.6% | +58.3% | -53.6% | -21.9% |
| 6M | +44.9% | +64.5% | -19.6% | +3.7% |
| YTD | +64.8% | +36.5% | +28.3% | +30.7% |
| 1Y | +16.4% | -1.3% | +17.6% | +12.0% |
| 3Y | +85.1% | -22.1% | +107.2% | +85.8% |
| 5Y | -36.1% | -53.3% | +17.2% | -16.2% |
| All | -36.7% | -31.4% | -5.3% | -16.6% |
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