+44.4%
PAYC vs ARWR
+79.9%
-35.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +15.0% | +0.6% |
| 7D | -11.1% | -17.3% | +6.2% | -10.1% |
| 30D | +1.8% | -21.5% | +23.4% | +3.2% |
| 3M | +10.2% | -43.8% | +54.0% | +13.8% |
| 6M | +73.5% | -32.3% | +105.8% | +76.0% |
| YTD | +49.4% | -25.8% | +75.3% | +49.5% |
| 1Y | +47.2% | +25.5% | +21.7% | +38.8% |
| 3Y | +44.4% | +84.1% | -39.7% | +22.3% |
| All | +44.4% | +79.9% | -35.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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