+577.6%
CME vs PAYC
+1,229.9%
-652.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.2% |
| 7D | -1.6% | -2.9% | +1.3% | -1.2% |
| 30D | +6.2% | +32.8% | -26.5% | +1.9% |
| 3M | +10.4% | +69.3% | -58.9% | +2.3% |
| 6M | -9.5% | +74.0% | -83.5% | -16.8% |
| YTD | +6.0% | +46.4% | -40.4% | -0.4% |
| 1Y | +9.3% | +4.2% | +5.1% | +7.3% |
| 3Y | +57.7% | -19.7% | +77.4% | +55.8% |
| 5Y | +77.7% | -52.0% | +129.7% | +85.3% |
| 10Y | +281.2% | +356.9% | -75.7% | +209.9% |
| All | +577.6% | +1,229.9% | -652.2% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling