+349.2%
PAYC vs GWRE
+131.0%
+218.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -5.5% | -13.2% | +7.7% | +2.4% |
| 30D | +3.8% | -18.6% | +22.4% | +14.3% |
| 3M | +65.8% | +18.9% | +46.9% | +44.8% |
| 6M | +68.7% | -11.0% | +79.7% | +70.7% |
| YTD | +38.3% | -29.9% | +68.2% | +59.8% |
| 1Y | -2.4% | -44.3% | +42.0% | +29.5% |
| 3Y | -21.5% | +51.7% | -73.2% | -54.2% |
| 5Y | -52.7% | +15.4% | -68.2% | -66.7% |
| All | +349.2% | +131.0% | +218.3% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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