+13.4%
CHTR vs PAYC
+1,137.5%
-1,124.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.5% | -7.8% |
| 7D | -15.8% | -8.7% | -7.0% | -14.3% |
| 30D | -12.7% | +1.2% | -13.8% | -12.9% |
| 3M | -1.1% | +58.6% | -59.7% | -9.8% |
| 6M | -39.9% | +56.6% | -96.5% | -45.2% |
| YTD | -35.9% | +36.2% | -72.1% | -40.2% |
| 1Y | -49.2% | -2.2% | -47.0% | -49.7% |
| 3Y | -68.3% | -22.3% | -46.0% | -68.4% |
| 5Y | -83.0% | -53.9% | -29.1% | -82.0% |
| 10Y | -49.3% | +347.5% | -396.8% | -60.7% |
| All | +13.4% | +1,137.5% | -1,124.1% | -18.4% |
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