+613.7%
COR vs PAYC
+1,229.9%
-616.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.5% |
| 7D | +2.8% | -2.9% | +5.6% | +3.0% |
| 30D | +4.5% | +32.8% | -28.2% | +1.5% |
| 3M | +22.7% | +69.3% | -46.6% | +16.3% |
| 6M | -9.7% | +74.0% | -83.7% | -14.8% |
| YTD | -1.4% | +46.4% | -47.8% | -5.6% |
| 1Y | +13.9% | +4.2% | +9.8% | +12.5% |
| 3Y | +94.0% | -19.7% | +113.7% | +92.4% |
| 5Y | +184.0% | -52.0% | +236.0% | +193.1% |
| 10Y | +406.8% | +356.9% | +49.9% | +330.7% |
| All | +613.7% | +1,229.9% | -616.1% | +490.2% |
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