+76.0%
PAYC vs ALM
-59.4%
+135.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +2.0% |
| 7D | -9.5% | -7.2% | -2.3% | -10.2% |
| 30D | +3.3% | -26.4% | +29.6% | -0.3% |
| 3M | +14.5% | -38.6% | +53.1% | +9.5% |
| 6M | +76.0% | -61.0% | +137.0% | +61.7% |
| All | +76.0% | -59.4% | +135.4% | +61.7% |
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