-41.3%
PAYC vs JAAA
+29.4%
-70.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | +3.8% | +0.5% | +3.3% | +3.0% |
| 3M | +65.8% | +1.3% | +64.5% | +63.1% |
| 6M | +68.7% | +2.8% | +65.9% | +62.8% |
| YTD | +38.3% | +3.3% | +35.1% | +32.7% |
| 1Y | -2.4% | +4.9% | -7.3% | -8.2% |
| 3Y | -21.5% | +19.0% | -40.5% | -29.0% |
| 5Y | -52.7% | +26.9% | -79.6% | -58.4% |
| All | -41.3% | +29.4% | -70.7% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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