-52.9%
PAYC vs ALM
+1,033.0%
-1,085.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.8% | -14.2% | -5.3% |
| 7D | -7.9% | +8.4% | -16.3% | -7.8% |
| 30D | +2.1% | +34.8% | -32.7% | +2.5% |
| 3M | +61.8% | +16.2% | +45.5% | +62.4% |
| 6M | +59.9% | +2.1% | +57.8% | +60.5% |
| YTD | +38.5% | +117.0% | -78.5% | +38.1% |
| 1Y | -1.4% | +313.9% | -315.2% | -2.2% |
| 3Y | -21.0% | +2,327.9% | -2,348.9% | -23.6% |
| 5Y | -52.9% | +1,040.6% | -1,093.5% | -53.5% |
| All | -52.9% | +1,033.0% | -1,085.9% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling