-52.1%
PAYC vs ARWR
-40.7%
-11.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +15.0% | +2.1% |
| 7D | -11.1% | -17.3% | +6.2% | -8.5% |
| 30D | +1.8% | -21.5% | +23.4% | +5.6% |
| 3M | +10.2% | -43.8% | +54.0% | +20.2% |
| 6M | +73.5% | -32.3% | +105.8% | +80.9% |
| YTD | +49.4% | -25.8% | +75.3% | +51.4% |
| 1Y | +47.2% | +25.5% | +21.7% | +32.1% |
| 3Y | +44.4% | +84.1% | -39.7% | +5.8% |
| 5Y | -52.1% | -39.2% | -12.9% | -53.4% |
| All | -52.1% | -40.7% | -11.4% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling