-46.9%
PAYC vs ABCL
-81.2%
+34.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -7.9% | +1.4% | -9.3% | -8.1% |
| 30D | +2.1% | +65.1% | -62.9% | -6.0% |
| 3M | +61.8% | +111.1% | -49.3% | +42.4% |
| 6M | +59.9% | +231.6% | -171.7% | +29.6% |
| YTD | +38.5% | +234.5% | -196.0% | +11.0% |
| 1Y | -1.4% | +174.3% | -175.7% | -19.8% |
| 3Y | -21.0% | +111.5% | -132.5% | -36.7% |
| 5Y | -52.9% | -37.3% | -15.6% | -57.6% |
| All | -46.9% | -81.2% | +34.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling