+322.7%
CI vs PAYC
+1,262.3%
-939.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.5% | -1.8% |
| 7D | -1.6% | -10.2% | +8.6% | 0.0% |
| 30D | +5.4% | +6.1% | -0.7% | +4.5% |
| 3M | +7.3% | +10.1% | -2.8% | +5.6% |
| 6M | +5.3% | +88.6% | -83.3% | -5.3% |
| YTD | +8.5% | +50.0% | -41.5% | +0.6% |
| 1Y | +17.1% | +46.1% | -29.0% | +9.0% |
| 3Y | +1.4% | +51.2% | -49.7% | -8.2% |
| 5Y | +50.5% | -51.7% | +102.1% | +57.6% |
| 10Y | +168.5% | +467.4% | -298.8% | +93.4% |
| All | +322.7% | +1,262.3% | -939.6% | +184.8% |
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