-41.2%
PAYC vs JAAA
+29.3%
-70.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -7.9% | +0.1% | -8.0% | -8.0% |
| 30D | +2.1% | +0.5% | +1.7% | +1.5% |
| 3M | +61.8% | +1.2% | +60.6% | +59.2% |
| 6M | +59.9% | +2.8% | +57.1% | +54.2% |
| YTD | +38.5% | +3.2% | +35.3% | +33.0% |
| 1Y | -1.4% | +4.8% | -6.2% | -7.2% |
| 3Y | -21.0% | +19.0% | -40.0% | -28.4% |
| 5Y | -52.9% | +26.8% | -79.7% | -58.5% |
| All | -41.2% | +29.3% | -70.5% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling