+1,450.8%
PAYC vs ARWR
+596.3%
+854.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -2.9% | +1.7% | -4.6% | -3.2% |
| 30D | +32.8% | -0.7% | +33.4% | +32.7% |
| 3M | +69.3% | +14.9% | +54.4% | +63.9% |
| 6M | +74.0% | +32.6% | +41.3% | +63.1% |
| YTD | +46.4% | +30.0% | +16.4% | +37.2% |
| 1Y | +4.2% | +208.4% | -204.2% | -17.2% |
| 3Y | -19.7% | +208.8% | -228.5% | -41.4% |
| 5Y | -52.0% | +27.8% | -79.8% | -60.6% |
| 10Y | +356.9% | +1,107.6% | -750.7% | +148.4% |
| All | +1,450.8% | +596.3% | +854.5% | +706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling