+47.3%
CAPR vs PAYC
-18.2%
+65.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.7% |
| 30D | +139.2% | +32.8% | +106.4% | +128.8% |
| 3M | -66.4% | +69.3% | -135.6% | -69.2% |
| 6M | -63.1% | +74.0% | -137.1% | -66.7% |
| YTD | -67.4% | +46.4% | -113.8% | -69.3% |
| 1Y | +58.2% | +4.2% | +54.1% | +56.6% |
| All | +47.3% | -18.2% | +65.5% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling