+304.5%
CI vs PAYC
+1,229.9%
-925.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.7% |
| 7D | +1.3% | -2.9% | +4.2% | +1.7% |
| 30D | +4.4% | +32.8% | -28.3% | -0.4% |
| 3M | +0.7% | +69.3% | -68.6% | -7.8% |
| 6M | +0.3% | +74.0% | -73.6% | -8.8% |
| YTD | +3.8% | +46.4% | -42.6% | -3.3% |
| 1Y | -5.5% | +4.2% | -9.7% | -7.3% |
| 3Y | +8.1% | -19.7% | +27.8% | +6.8% |
| 5Y | +42.8% | -52.0% | +94.8% | +49.4% |
| 10Y | +143.9% | +356.9% | -213.0% | +79.1% |
| All | +304.5% | +1,229.9% | -925.3% | +173.7% |
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