+316.4%
CFG vs PAYC
+1,218.1%
-901.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | +0.4% |
| 7D | -0.9% | -10.2% | +9.3% | +1.8% |
| 30D | +1.1% | +6.1% | -5.1% | -0.6% |
| 3M | -12.0% | +10.1% | -22.1% | -14.5% |
| 6M | -2.2% | +88.6% | -90.9% | -19.0% |
| YTD | +11.4% | +50.0% | -38.6% | -2.7% |
| 1Y | +27.8% | +46.1% | -18.2% | +12.3% |
| 3Y | +173.3% | +51.2% | +122.1% | +132.8% |
| 5Y | +62.4% | -51.7% | +114.1% | +76.9% |
| 10Y | +249.6% | +467.4% | -217.8% | +120.0% |
| All | +316.4% | +1,218.1% | -901.7% | +142.1% |
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 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