-64.7%
CAPR vs PAYC
+470.9%
-535.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.6% |
| 7D | +36.0% | -11.1% | +47.2% | +42.9% |
| 30D | +25.8% | +1.8% | +24.0% | +24.5% |
| 3M | +140.8% | +10.2% | +130.6% | +127.4% |
| 6M | -67.6% | +73.5% | -141.1% | -76.6% |
| YTD | -65.9% | +49.4% | -115.3% | -74.2% |
| 1Y | +66.1% | +47.2% | +18.9% | +27.1% |
| 3Y | +256.9% | +44.4% | +212.4% | +155.0% |
| 5Y | +172.1% | -52.1% | +224.2% | +209.1% |
| All | -64.7% | +470.9% | -535.6% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling