-53.3%
PAYC vs JAAA
+26.8%
-80.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -10.2% | +0.1% | -10.3% | -10.3% |
| 30D | +2.0% | +0.4% | +1.5% | +1.3% |
| 3M | +58.3% | +1.2% | +57.1% | +55.6% |
| 6M | +64.5% | +2.7% | +61.8% | +58.4% |
| YTD | +36.5% | +3.2% | +33.4% | +30.6% |
| 1Y | -1.3% | +4.8% | -6.1% | -7.6% |
| 3Y | -22.1% | +19.0% | -41.1% | -30.0% |
| 5Y | -53.3% | +26.8% | -80.1% | -59.7% |
| All | -53.3% | +26.8% | -80.1% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling