-21.5%
PAYC vs GWRE
+50.1%
-71.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -5.5% | -13.2% | +7.7% | -1.0% |
| 30D | +3.8% | -18.6% | +22.4% | +9.9% |
| 3M | +65.8% | +18.9% | +46.9% | +55.1% |
| 6M | +68.7% | -11.0% | +79.7% | +70.3% |
| YTD | +38.3% | -29.9% | +68.2% | +46.8% |
| 1Y | -2.4% | -44.3% | +42.0% | +8.9% |
| 3Y | -21.5% | +51.7% | -73.2% | -41.6% |
| All | -21.5% | +50.1% | -71.6% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling