+347.5%
PAYC vs URA
+369.2%
-21.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -8.7% | +5.7% | -14.5% | -10.1% |
| 30D | +1.2% | +5.6% | -4.4% | -0.5% |
| 3M | +58.6% | +6.2% | +52.4% | +54.4% |
| 6M | +56.6% | -8.2% | +64.9% | +56.2% |
| YTD | +36.2% | +9.7% | +26.6% | +25.8% |
| 1Y | -2.2% | +17.0% | -19.2% | -13.3% |
| 3Y | -22.3% | +118.5% | -140.8% | -48.7% |
| 5Y | -53.9% | +134.3% | -188.2% | -71.8% |
| 10Y | +347.5% | +377.5% | -30.0% | +110.8% |
| All | +347.5% | +369.2% | -21.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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