+347.5%
PAYC vs ALM
+3,082.3%
-2,734.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.6% |
| 7D | -8.7% | +3.6% | -12.4% | -8.8% |
| 30D | +1.2% | +33.8% | -32.6% | +0.7% |
| 3M | +58.6% | +14.8% | +43.8% | +58.0% |
| 6M | +56.6% | -7.0% | +63.6% | +56.2% |
| YTD | +36.2% | +108.1% | -71.8% | +32.9% |
| 1Y | -2.2% | +313.8% | -316.0% | -6.6% |
| 3Y | -22.3% | +2,227.6% | -2,249.9% | -31.2% |
| 5Y | -53.9% | +956.6% | -1,010.5% | -58.3% |
| 10Y | +347.5% | +3,082.3% | -2,734.8% | +258.2% |
| All | +347.5% | +3,082.3% | -2,734.8% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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