+177.7%
CHRW vs PAYC
+352.8%
-175.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +4.4% | -10.2% | +14.5% | +5.8% |
| 30D | +5.5% | +2.0% | +3.5% | +5.1% |
| 3M | -17.3% | +58.3% | -75.5% | -22.8% |
| 6M | -12.7% | +64.5% | -77.2% | -19.2% |
| YTD | -4.1% | +36.5% | -40.7% | -9.2% |
| 1Y | +21.2% | -1.3% | +22.5% | +20.1% |
| 3Y | +88.9% | -22.1% | +111.0% | +88.6% |
| 5Y | +93.1% | -53.3% | +146.4% | +103.4% |
| All | +177.7% | +352.8% | -175.2% | +112.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling