+274.2%
CME vs PAYC
+358.9%
-84.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -1.6% | -5.5% | +3.9% | -0.8% |
| 30D | +5.6% | +3.8% | +1.8% | +4.9% |
| 3M | +5.6% | +65.8% | -60.2% | -3.0% |
| 6M | -8.3% | +68.7% | -77.0% | -16.3% |
| YTD | +4.3% | +38.3% | -34.0% | -2.1% |
| 1Y | +9.1% | -2.4% | +11.5% | +8.0% |
| 3Y | +52.1% | -21.5% | +73.6% | +50.6% |
| 5Y | +79.7% | -52.7% | +132.4% | +90.7% |
| All | +274.2% | +358.9% | -84.6% | +207.3% |
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