+31.5%
CP vs PAYC
-53.3%
+84.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.1% |
| 7D | +2.4% | -7.9% | +10.3% | +3.3% |
| 30D | -0.5% | +2.1% | -2.7% | -0.8% |
| 3M | +1.4% | +61.8% | -60.3% | -4.6% |
| 6M | +10.3% | +59.9% | -49.6% | +3.5% |
| YTD | +24.3% | +38.5% | -14.2% | +18.7% |
| 1Y | +20.4% | -1.4% | +21.8% | +20.5% |
| 3Y | +21.8% | -21.0% | +42.8% | +23.0% |
| 5Y | +31.5% | -52.9% | +84.4% | +39.5% |
| All | +31.5% | -53.3% | +84.8% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling