-51.7%
PAYC vs GWRE
+15.1%
-66.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -5.5% | -13.2% | +7.7% | +0.8% |
| 30D | +3.8% | -18.6% | +22.4% | +12.2% |
| 3M | +65.8% | +18.9% | +46.9% | +49.4% |
| 6M | +68.7% | -11.0% | +79.7% | +71.1% |
| YTD | +38.3% | -29.9% | +68.2% | +55.7% |
| 1Y | -2.4% | -44.3% | +42.0% | +22.3% |
| 3Y | -21.5% | +51.7% | -73.2% | -51.2% |
| All | -51.7% | +15.1% | -66.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling