-43.5%
CAG vs PAYC
-52.9%
+9.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -5.7% | -5.5% | -0.2% | -5.4% |
| 30D | -2.4% | +3.8% | -6.2% | -2.6% |
| 3M | +9.8% | +65.8% | -56.0% | +6.4% |
| 6M | -10.8% | +68.7% | -79.5% | -13.7% |
| YTD | -10.8% | +38.3% | -49.2% | -12.9% |
| 1Y | -19.0% | -2.4% | -16.6% | -19.6% |
| 3Y | -39.7% | -21.5% | -18.1% | -40.1% |
| All | -43.5% | -52.9% | +9.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling