+234.4%
CHD vs PAYC
+1,158.0%
-923.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.7% |
| 7D | -2.9% | -7.9% | +5.0% | -2.4% |
| 30D | -6.2% | +2.1% | -8.3% | -6.4% |
| 3M | +1.6% | +61.8% | -60.2% | -2.1% |
| 6M | -3.5% | +59.9% | -63.5% | -7.1% |
| YTD | +16.2% | +38.5% | -22.3% | +12.9% |
| 1Y | +3.4% | -1.4% | +4.8% | +2.9% |
| 3Y | +4.6% | -21.0% | +25.6% | +4.2% |
| 5Y | +21.1% | -52.9% | +74.0% | +23.8% |
| 10Y | +126.5% | +332.8% | -206.3% | +90.8% |
| All | +234.4% | +1,158.0% | -923.7% | +170.6% |
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