-29.8%
PAYC vs BAM
+90.5%
-120.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.3% |
| 7D | -11.1% | +5.3% | -16.4% | -13.0% |
| 30D | +1.8% | +18.1% | -16.3% | -5.1% |
| 3M | +10.2% | +4.2% | +6.0% | +8.0% |
| 6M | +73.5% | +11.1% | +62.4% | +65.1% |
| YTD | +49.4% | +6.6% | +42.8% | +43.9% |
| 1Y | +47.2% | +6.2% | +41.0% | +41.6% |
| 3Y | +44.4% | +95.0% | -50.6% | +8.9% |
| All | -29.8% | +90.5% | -120.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling