+583.1%
CBOE vs PAYC
+1,158.0%
-574.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.1% |
| 7D | -4.6% | -7.9% | +3.3% | -3.8% |
| 30D | +2.6% | +2.1% | +0.5% | +2.3% |
| 3M | +4.9% | +61.8% | -56.8% | -1.0% |
| 6M | -2.2% | +59.9% | -62.1% | -7.9% |
| YTD | +17.7% | +38.5% | -20.8% | +12.5% |
| 1Y | +26.1% | -1.4% | +27.4% | +24.9% |
| 3Y | +97.1% | -21.0% | +118.1% | +95.3% |
| 5Y | +149.2% | -52.9% | +202.1% | +157.9% |
| 10Y | +385.1% | +332.8% | +52.3% | +311.3% |
| All | +583.1% | +1,158.0% | -574.9% | +473.3% |
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