+653.5%
COR vs PAYC
+1,328.4%
-674.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.4% |
| 7D | +2.9% | -0.5% | +3.3% | +2.9% |
| 30D | +5.8% | +5.2% | +0.7% | +5.3% |
| 3M | +11.4% | +18.0% | -6.5% | +9.6% |
| 6M | +34.5% | +81.6% | -47.2% | +26.5% |
| YTD | +4.1% | +57.3% | -53.2% | -1.0% |
| 1Y | -3.1% | +49.8% | -53.0% | -7.5% |
| 3Y | +80.9% | +49.0% | +31.9% | +69.9% |
| 5Y | +195.1% | -47.8% | +243.0% | +202.4% |
| 10Y | +492.7% | +515.8% | -23.1% | +397.6% |
| All | +653.5% | +1,328.4% | -674.9% | +518.6% |
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