-16.3%
AWK vs PAYC
-52.9%
+36.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.9% | -1.7% |
| 7D | -2.1% | -5.5% | +3.4% | -1.5% |
| 30D | +2.1% | +3.8% | -1.7% | +1.5% |
| 3M | +11.4% | +65.8% | -54.4% | +4.0% |
| 6M | +3.9% | +68.7% | -64.8% | -3.6% |
| YTD | +7.7% | +38.3% | -30.6% | +2.4% |
| 1Y | +1.3% | -2.4% | +3.7% | +0.7% |
| 3Y | +7.2% | -21.5% | +28.7% | +7.4% |
| All | -16.3% | -52.9% | +36.6% | -9.6% |
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 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