-52.9%
PAYC vs ARWR
+29.5%
-82.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | -7.9% | +2.9% | -10.8% | -8.3% |
| 30D | +2.1% | -2.9% | +5.0% | +2.5% |
| 3M | +61.8% | +15.2% | +46.5% | +56.4% |
| 6M | +59.9% | +42.3% | +17.7% | +47.3% |
| YTD | +38.5% | +28.2% | +10.3% | +29.4% |
| 1Y | -1.4% | +213.2% | -214.6% | -24.6% |
| 3Y | -21.0% | +184.6% | -205.7% | -44.9% |
| 5Y | -52.9% | +29.2% | -82.2% | -60.6% |
| All | -52.9% | +29.5% | -82.5% | -60.6% |
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