+358.9%
CBOE vs PAYC
+358.9%
0.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.4% |
| 7D | -5.8% | -5.5% | -0.3% | -5.1% |
| 30D | -3.1% | +3.8% | -6.9% | -3.7% |
| 3M | -4.8% | +65.8% | -70.6% | -11.4% |
| 6M | -0.6% | +68.7% | -69.3% | -8.1% |
| YTD | +12.8% | +38.3% | -25.6% | +6.8% |
| 1Y | +19.8% | -2.4% | +22.2% | +18.7% |
| 3Y | +86.9% | -21.5% | +108.5% | +85.4% |
| 5Y | +136.5% | -52.7% | +189.2% | +148.4% |
| All | +358.9% | +358.9% | 0.0% | +261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling