+643.1%
CAT vs PAYC
+1,262.3%
-619.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | +1.6% |
| 7D | -10.3% | -10.2% | -0.1% | -8.9% |
| 30D | -31.2% | +6.1% | -37.3% | -31.9% |
| 3M | -34.7% | +10.1% | -44.7% | -35.8% |
| 6M | -39.5% | +88.6% | -128.1% | -46.1% |
| YTD | -1.7% | +50.0% | -51.6% | -9.6% |
| 1Y | -1.1% | +46.1% | -47.2% | -8.7% |
| 3Y | +143.9% | +51.2% | +92.7% | +120.6% |
| 5Y | +194.8% | -51.7% | +246.4% | +211.3% |
| 10Y | +739.8% | +467.4% | +272.4% | +480.1% |
| All | +643.1% | +1,262.3% | -619.2% | +376.5% |
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