+7.9%
UMAC vs PAYC
+46.2%
-38.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.0% | -12.8% | -10.4% |
| 7D | -26.0% | +2.0% | -28.1% | -25.6% |
| 30D | -40.3% | +18.8% | -59.1% | -37.8% |
| 3M | -51.1% | +53.2% | -104.4% | -46.6% |
| 6M | -5.6% | +103.7% | -109.3% | +3.1% |
| YTD | +2.3% | +69.5% | -67.2% | +21.1% |
| 1Y | +7.9% | +48.8% | -40.9% | +42.4% |
| All | +7.9% | +46.2% | -38.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 1y: compounded portfolio wealth divided by compounded PAYC 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…
1y analysis · Full analysis span regression · 6 months rolling