+9.3%
CME vs PAYC
+5.6%
+3.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.1% |
| 7D | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | +6.2% | +32.8% | -26.5% | +4.6% |
| 3M | +10.4% | +69.3% | -58.9% | +6.6% |
| 6M | -9.5% | +74.0% | -83.5% | -13.2% |
| YTD | +6.0% | +46.4% | -40.4% | +1.9% |
| 1Y | +9.3% | +4.2% | +5.1% | +10.0% |
| All | +9.3% | +5.6% | +3.7% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling