+30.0%
CL vs PAYC
-51.7%
+81.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.3% |
| 7D | -2.2% | -2.9% | +0.7% | -2.1% |
| 30D | -4.8% | +32.8% | -37.6% | -5.9% |
| 3M | +4.9% | +69.3% | -64.4% | +2.7% |
| 6M | -5.7% | +74.0% | -79.7% | -7.8% |
| YTD | +14.4% | +46.4% | -32.0% | +12.5% |
| 1Y | +8.7% | +4.2% | +4.6% | +8.3% |
| 3Y | +30.0% | -19.7% | +49.7% | +30.4% |
| All | +30.0% | -51.7% | +81.7% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling