-85.0%
CAPR vs PAYC
+1,266.0%
-1,350.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.6% | -10.2% |
| 7D | +7.6% | -9.5% | +17.2% | +11.4% |
| 30D | +13.3% | +2.5% | +10.8% | +12.0% |
| 3M | +130.4% | +11.7% | +118.7% | +118.9% |
| 6M | -70.8% | +74.6% | -145.4% | -77.6% |
| YTD | -69.3% | +50.4% | -119.6% | -75.5% |
| 1Y | +59.5% | +44.0% | +15.5% | +30.0% |
| 3Y | +216.8% | +42.5% | +174.3% | +145.9% |
| 5Y | +152.7% | -50.3% | +203.0% | +171.1% |
| 10Y | -68.2% | +521.2% | -589.4% | -80.8% |
| All | -85.0% | +1,266.0% | -1,350.9% | -91.4% |
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