+319.6%
CRH vs PAYC
+1,156.6%
-837.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -6.1% | -5.5% | -0.5% | -5.0% |
| 30D | -9.3% | +3.8% | -13.1% | -10.1% |
| 3M | -15.2% | +65.8% | -81.0% | -24.6% |
| 6M | -14.2% | +68.7% | -82.9% | -24.7% |
| YTD | -28.3% | +38.3% | -66.6% | -34.5% |
| 1Y | -21.8% | -2.4% | -19.4% | -23.0% |
| 3Y | +71.6% | -21.5% | +93.2% | +69.7% |
| 5Y | +96.6% | -52.7% | +149.3% | +111.8% |
| 10Y | +253.8% | +354.4% | -100.6% | +141.4% |
| All | +319.6% | +1,156.6% | -837.0% | +152.2% |
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