-50.7%
PAYC vs ABCL
-41.3%
-9.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +32.8% | +93.1% | -60.3% | +17.3% |
| 3M | +69.3% | +79.4% | -10.2% | +49.5% |
| 6M | +74.0% | +214.9% | -140.9% | +36.5% |
| YTD | +46.4% | +234.2% | -187.8% | +12.1% |
| 1Y | +4.2% | +174.8% | -170.6% | -18.9% |
| 3Y | -19.7% | +104.5% | -124.2% | -37.4% |
| All | -50.7% | -41.3% | -9.5% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling