-84.1%
CAPR vs PAYC
+1,229.9%
-1,313.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.0% |
| 30D | +139.2% | +32.8% | +106.4% | +112.8% |
| 3M | -66.4% | +69.3% | -135.6% | -73.6% |
| 6M | -63.1% | +74.0% | -137.1% | -71.8% |
| YTD | -67.4% | +46.4% | -113.8% | -73.6% |
| 1Y | +58.2% | +4.2% | +54.1% | +45.3% |
| 3Y | +42.2% | -19.7% | +61.9% | +32.8% |
| 5Y | +87.3% | -52.0% | +139.3% | +104.3% |
| 10Y | -75.3% | +356.9% | -432.2% | -84.5% |
| All | -84.1% | +1,229.9% | -1,313.9% | -90.7% |
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 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