-22.6%
PAYC vs BG
+20.1%
-42.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -10.2% | +3.7% | -13.9% | -10.5% |
| 30D | +2.0% | +12.3% | -10.4% | +0.7% |
| 3M | +58.3% | -2.2% | +60.5% | +58.2% |
| 6M | +64.5% | +5.3% | +59.2% | +62.9% |
| YTD | +36.5% | +42.4% | -5.9% | +28.7% |
| 1Y | -1.3% | +55.2% | -56.5% | -8.4% |
| All | -22.6% | +20.1% | -42.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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