+702.6%
UMAC vs PAYC
+16.6%
+686.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -6.1% |
| 7D | +3.3% | -8.7% | +12.0% | +4.9% |
| 30D | -10.4% | +1.2% | -11.6% | -10.9% |
| 3M | +1.8% | +58.6% | -56.9% | -12.3% |
| 6M | +40.7% | +56.6% | -15.9% | +20.5% |
| YTD | +90.9% | +36.2% | +54.7% | +73.3% |
| 1Y | +151.8% | -2.2% | +154.0% | +168.1% |
| All | +702.6% | +16.6% | +686.0% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling