-3.4%
CAG vs PAYC
+1,140.1%
-1,143.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -5.9% | -10.2% | +4.3% | -5.1% |
| 30D | -1.5% | +2.0% | -3.5% | -1.7% |
| 3M | +11.5% | +58.3% | -46.8% | +7.2% |
| 6M | -15.7% | +64.5% | -80.2% | -19.3% |
| YTD | -10.2% | +36.5% | -46.7% | -12.9% |
| 1Y | -18.1% | -1.3% | -16.8% | -18.7% |
| 3Y | -39.4% | -22.1% | -17.3% | -39.6% |
| 5Y | -42.6% | -53.3% | +10.7% | -41.4% |
| 10Y | -35.6% | +348.5% | -384.0% | -47.7% |
| All | -3.4% | +1,140.1% | -1,143.5% | -26.0% |
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