-23.4%
CLF vs PAYC
+50.2%
-73.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +4.9% | +5.5% | +9.7% |
| 30D | +0.6% | +4.1% | -3.6% | 0.0% |
| 3M | +4.1% | +11.5% | -7.3% | +2.4% |
| 6M | +15.1% | +85.3% | -70.2% | +2.9% |
| YTD | -4.7% | +57.3% | -62.0% | -11.5% |
| 1Y | +20.4% | +52.6% | -32.2% | +12.7% |
| 3Y | -23.4% | +48.3% | -71.7% | -30.5% |
| All | -23.4% | +50.2% | -73.5% | -30.5% |
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