-52.1%
PAYC vs ALC
-10.7%
-41.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -11.1% | +2.1% | -13.2% | -12.1% |
| 30D | +1.8% | +17.2% | -15.4% | -6.6% |
| 3M | +10.2% | +4.6% | +5.6% | +7.2% |
| 6M | +73.5% | +20.1% | +53.4% | +55.8% |
| YTD | +49.4% | -4.2% | +53.6% | +50.7% |
| 1Y | +47.2% | +2.1% | +45.1% | +42.5% |
| 3Y | +44.4% | +4.5% | +40.0% | +28.6% |
| 5Y | -52.1% | -12.3% | -39.8% | -49.8% |
| All | -52.1% | -10.7% | -41.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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