+298.5%
AWK vs PAYC
+1,229.9%
-931.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | +5.6% | +32.8% | -27.2% | +1.4% |
| 3M | +15.9% | +69.3% | -53.4% | +7.7% |
| 6M | +4.6% | +74.0% | -69.4% | -3.5% |
| YTD | +10.1% | +46.4% | -36.4% | +3.7% |
| 1Y | +2.1% | +4.2% | -2.1% | +0.4% |
| 3Y | +9.8% | -19.7% | +29.6% | +8.7% |
| 5Y | -15.4% | -52.0% | +36.7% | -12.3% |
| 10Y | +129.4% | +356.9% | -227.5% | +99.9% |
| All | +298.5% | +1,229.9% | -931.4% | +241.4% |
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