+406.4%
CCEP vs PAYC
+1,328.4%
-922.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +11.0% | +5.2% | +5.8% | +10.1% |
| 3M | +9.2% | +18.0% | -8.8% | +6.5% |
| 6M | +27.2% | +81.6% | -54.5% | +15.9% |
| YTD | +30.3% | +57.3% | -27.0% | +20.6% |
| 1Y | +28.7% | +49.8% | -21.1% | +19.9% |
| 3Y | +109.4% | +49.0% | +60.4% | +91.2% |
| 5Y | +144.1% | -47.8% | +191.9% | +152.4% |
| 10Y | +332.0% | +515.8% | -183.8% | +230.4% |
| All | +406.4% | +1,328.4% | -922.0% | +263.9% |
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