+91.2%
CBOE vs PAYC
-22.6%
+113.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.7% | -10.2% | +6.5% | -3.3% |
| 30D | +2.0% | +2.0% | 0.0% | +1.9% |
| 3M | -4.2% | +58.3% | -62.5% | -5.8% |
| 6M | +1.2% | +64.5% | -63.3% | -0.6% |
| YTD | +15.4% | +36.5% | -21.2% | +13.4% |
| 1Y | +23.5% | -1.3% | +24.8% | +21.4% |
| All | +91.2% | -22.6% | +113.9% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling