-3.5%
AWK vs PAYC
-47.7%
+44.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | +14.2% | +5.2% | +9.0% | +13.4% |
| 3M | +10.0% | +18.0% | -7.9% | +7.7% |
| 6M | +17.1% | +81.6% | -64.6% | +8.0% |
| YTD | +16.1% | +57.3% | -41.1% | +8.7% |
| 1Y | +17.5% | +49.8% | -32.3% | +10.7% |
| 3Y | +29.3% | +49.0% | -19.7% | +19.9% |
| 5Y | -3.5% | -47.8% | +44.4% | +2.2% |
| All | -3.5% | -47.7% | +44.2% | +2.2% |
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