+44.6%
PAYC vs ALM
+901.8%
-857.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +2.0% |
| 7D | -9.5% | -7.2% | -2.3% | -9.7% |
| 30D | +3.3% | -26.4% | +29.6% | +2.6% |
| 3M | +14.5% | -38.6% | +53.1% | +13.4% |
| 6M | +76.0% | -61.0% | +137.0% | +74.2% |
| YTD | +53.4% | -7.4% | +60.7% | +51.0% |
| 1Y | +43.8% | +14.0% | +29.8% | +41.4% |
| All | +44.6% | +901.8% | -857.3% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling