+93.0%
CHRW vs PAYC
-53.8%
+146.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.4% |
| 7D | +4.1% | -8.7% | +12.8% | +5.1% |
| 30D | +1.9% | +1.2% | +0.7% | +1.7% |
| 3M | -21.2% | +58.6% | -79.8% | -25.8% |
| 6M | -16.7% | +56.6% | -73.3% | -21.6% |
| YTD | -5.4% | +36.2% | -41.6% | -9.6% |
| 1Y | +21.2% | -2.2% | +23.4% | +21.0% |
| 3Y | +86.5% | -22.3% | +108.8% | +90.3% |
| 5Y | +93.0% | -53.9% | +146.9% | +101.3% |
| All | +93.0% | -53.8% | +146.9% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling