+409.1%
CCEP vs PAYC
+1,266.0%
-856.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | +5.4% | -9.5% | +14.9% | +6.8% |
| 30D | +12.8% | +2.5% | +10.3% | +12.3% |
| 3M | +10.9% | +11.7% | -0.8% | +9.0% |
| 6M | +25.6% | +74.6% | -49.0% | +15.2% |
| YTD | +31.0% | +50.4% | -19.4% | +22.0% |
| 1Y | +32.3% | +44.0% | -11.7% | +23.9% |
| 3Y | +110.5% | +42.5% | +68.0% | +93.4% |
| 5Y | +141.8% | -50.3% | +192.1% | +151.7% |
| 10Y | +341.1% | +521.2% | -180.1% | +237.9% |
| All | +409.1% | +1,266.0% | -856.9% | +268.2% |
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