+305.8%
CME vs PAYC
+535.4%
-229.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | +2.5% | -9.5% | +12.0% | +4.1% |
| 30D | +13.9% | +3.3% | +10.7% | +13.3% |
| 3M | +22.4% | +14.5% | +7.9% | +19.6% |
| 6M | +12.9% | +76.0% | -63.2% | +1.9% |
| YTD | +19.6% | +53.4% | -33.7% | +9.8% |
| 1Y | +17.7% | +43.8% | -26.1% | +9.2% |
| 3Y | +65.3% | +45.3% | +20.0% | +48.2% |
| 5Y | +75.1% | -48.9% | +124.0% | +85.3% |
| 10Y | +305.8% | +500.5% | -194.8% | +174.4% |
| All | +305.8% | +535.4% | -229.6% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling