+53.5%
CME vs PAYC
-22.2%
+75.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.9% |
| 7D | -2.9% | -7.9% | +5.0% | -2.6% |
| 30D | +5.5% | +2.1% | +3.4% | +5.5% |
| 3M | +11.0% | +61.8% | -50.8% | +9.1% |
| 6M | -9.7% | +59.9% | -69.6% | -11.3% |
| YTD | +4.9% | +38.5% | -33.6% | +3.2% |
| 1Y | +10.1% | -1.4% | +11.5% | +9.2% |
| 3Y | +53.5% | -21.0% | +74.5% | +57.0% |
| All | +53.5% | -22.2% | +75.7% | +57.0% |
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 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