+700.2%
CAT vs PAYC
+1,292.9%
-592.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.6% |
| 7D | +1.7% | -9.5% | +11.3% | +3.2% |
| 30D | -24.6% | +3.3% | -27.8% | -25.0% |
| 3M | -28.5% | +14.5% | -43.0% | -30.2% |
| 6M | -34.8% | +76.0% | -110.9% | -41.1% |
| YTD | +5.9% | +53.4% | -47.4% | -3.0% |
| 1Y | +6.8% | +43.8% | -37.0% | -1.0% |
| 3Y | +161.1% | +45.3% | +115.8% | +138.0% |
| 5Y | +213.4% | -48.9% | +262.3% | +227.9% |
| 10Y | +700.3% | +500.5% | +199.8% | +450.3% |
| All | +700.2% | +1,292.9% | -592.7% | +411.5% |
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