+537.1%
CSX vs PAYC
+1,229.9%
-692.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.5% | +1.5% |
| 7D | -3.4% | -2.9% | -0.5% | -2.9% |
| 30D | -3.1% | +32.8% | -35.8% | -8.7% |
| 3M | +7.2% | +69.3% | -62.1% | -4.1% |
| 6M | +16.2% | +74.0% | -57.8% | +2.6% |
| YTD | +37.5% | +46.4% | -8.9% | +25.3% |
| 1Y | +53.2% | +4.2% | +49.1% | +49.3% |
| 3Y | +68.2% | -19.7% | +88.0% | +66.0% |
| 5Y | +65.2% | -52.0% | +117.3% | +76.0% |
| 10Y | +504.1% | +356.9% | +147.2% | +332.6% |
| All | +537.1% | +1,229.9% | -692.8% | +316.3% |
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