-1.3%
PAYC vs ALM
+279.2%
-280.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | -0.3% |
| 7D | -10.2% | -7.1% | -3.1% | -10.5% |
| 30D | +2.0% | +24.7% | -22.7% | +3.5% |
| 3M | +58.3% | +8.3% | +50.0% | +60.1% |
| 6M | +64.5% | -22.2% | +86.7% | +66.0% |
| YTD | +36.5% | +88.1% | -51.6% | +36.0% |
| 1Y | -1.3% | +272.4% | -273.6% | -12.2% |
| All | -1.3% | +279.2% | -280.4% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling