+77.2%
CME vs PAYC
-53.3%
+130.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.7% |
| 7D | -2.9% | -7.9% | +5.0% | -2.3% |
| 30D | +5.5% | +2.1% | +3.4% | +5.3% |
| 3M | +11.0% | +61.8% | -50.8% | +6.6% |
| 6M | -9.7% | +59.9% | -69.6% | -13.4% |
| YTD | +4.9% | +38.5% | -33.6% | +1.6% |
| 1Y | +10.1% | -1.4% | +11.5% | +9.4% |
| 3Y | +53.5% | -21.0% | +74.5% | +54.0% |
| 5Y | +77.2% | -52.9% | +130.1% | +85.3% |
| All | +77.2% | -53.3% | +130.5% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling