+29.5%
CL vs PAYC
-18.2%
+47.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.4% |
| 7D | -2.2% | -2.9% | +0.7% | -2.1% |
| 30D | -4.8% | +32.8% | -37.6% | -5.7% |
| 3M | +4.9% | +69.3% | -64.4% | +3.3% |
| 6M | -5.7% | +74.0% | -79.7% | -7.2% |
| YTD | +14.4% | +46.4% | -32.0% | +13.0% |
| 1Y | +8.7% | +4.2% | +4.6% | +8.3% |
| All | +29.5% | -18.2% | +47.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling