+329.2%
CNQ vs PAYC
+1,156.6%
-827.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +0.1% | -5.5% | +5.6% | +1.2% |
| 30D | +6.2% | +3.8% | +2.4% | +5.2% |
| 3M | +12.4% | +65.8% | -53.4% | +0.1% |
| 6M | +9.0% | +68.7% | -59.7% | -3.8% |
| YTD | +52.2% | +38.3% | +13.9% | +39.4% |
| 1Y | +65.0% | -2.4% | +67.4% | +62.5% |
| 3Y | +78.8% | -21.5% | +100.4% | +76.2% |
| 5Y | +286.0% | -52.7% | +338.7% | +312.7% |
| 10Y | +420.7% | +354.4% | +66.3% | +253.2% |
| All | +329.2% | +1,156.6% | -827.4% | +141.5% |
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