+74.0%
PAYC vs ALM
-9.8%
+83.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.8% |
| 7D | -2.9% | -2.6% | -0.3% | -3.2% |
| 30D | +32.8% | +32.0% | +0.7% | +37.4% |
| 3M | +69.3% | -15.0% | +84.3% | +71.1% |
| 6M | +74.0% | -10.1% | +84.1% | +77.3% |
| All | +74.0% | -9.8% | +83.7% | +77.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling