+253.9%
CHRW vs PAYC
+1,229.9%
-975.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.5% |
| 7D | -1.4% | -2.9% | +1.5% | -1.1% |
| 30D | -3.5% | +32.8% | -36.2% | -7.0% |
| 3M | -19.4% | +69.3% | -88.7% | -24.8% |
| 6M | -21.4% | +74.0% | -95.3% | -27.1% |
| YTD | -7.1% | +46.4% | -53.5% | -12.2% |
| 1Y | +17.8% | +4.2% | +13.7% | +16.0% |
| 3Y | +78.8% | -19.7% | +98.5% | +77.7% |
| 5Y | +83.5% | -52.0% | +135.6% | +90.6% |
| 10Y | +160.2% | +356.9% | -196.7% | +109.8% |
| All | +253.9% | +1,229.9% | -975.9% | +168.7% |
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