+654.6%
COR vs PAYC
+1,292.9%
-638.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | +0.1% |
| 7D | -1.2% | -9.5% | +8.3% | -0.2% |
| 30D | +7.6% | +3.3% | +4.4% | +7.3% |
| 3M | +5.0% | +14.5% | -9.5% | +3.6% |
| 6M | +35.3% | +76.0% | -40.8% | +27.7% |
| YTD | +4.2% | +53.4% | -49.1% | -0.6% |
| 1Y | -3.4% | +43.8% | -47.2% | -7.4% |
| 3Y | +81.1% | +45.3% | +35.8% | +70.5% |
| 5Y | +195.8% | -48.9% | +244.7% | +203.6% |
| 10Y | +493.6% | +500.5% | -6.9% | +399.5% |
| All | +654.6% | +1,292.9% | -638.4% | +521.0% |
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