+216.7%
CTVA vs PAYC
+8.4%
+208.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -4.5% | -5.5% | +1.0% | -3.4% |
| 30D | +11.3% | +3.8% | +7.5% | +10.4% |
| 3M | +12.3% | +65.8% | -53.5% | -0.1% |
| 6M | +7.2% | +68.7% | -61.5% | -5.8% |
| YTD | +26.0% | +38.3% | -12.3% | +15.4% |
| 1Y | +16.0% | -2.4% | +18.4% | +14.9% |
| 3Y | +73.9% | -21.5% | +95.5% | +73.6% |
| 5Y | +103.8% | -52.7% | +156.5% | +123.5% |
| All | +216.7% | +8.4% | +208.3% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling