+500.5%
PAYC vs URA
+277.9%
+222.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | -9.5% | +2.9% | -12.4% | -10.3% |
| 30D | +3.3% | -10.8% | +14.1% | +5.9% |
| 3M | +14.5% | -25.5% | +40.1% | +22.3% |
| 6M | +76.0% | -41.2% | +117.3% | +98.4% |
| YTD | +53.4% | -21.3% | +74.6% | +52.9% |
| 1Y | +43.8% | -25.7% | +69.5% | +45.4% |
| 3Y | +45.3% | +43.1% | +2.2% | +7.8% |
| 5Y | -48.9% | +35.6% | -84.5% | -63.0% |
| 10Y | +500.5% | +281.3% | +219.2% | +158.1% |
| All | +500.5% | +277.9% | +222.6% | +158.1% |
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