+105.2%
CTVA vs PAYC
-54.0%
+159.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.7% | -10.2% | +5.5% | -3.5% |
| 30D | +11.1% | +2.0% | +9.1% | +10.8% |
| 3M | +13.7% | +58.3% | -44.6% | +7.1% |
| 6M | +11.2% | +64.5% | -53.3% | +3.8% |
| YTD | +26.9% | +36.5% | -9.6% | +21.3% |
| 1Y | +18.8% | -1.3% | +20.1% | +18.8% |
| 3Y | +75.9% | -22.1% | +98.1% | +77.4% |
| 5Y | +105.2% | -53.3% | +158.5% | +92.2% |
| All | +105.2% | -54.0% | +159.2% | +92.2% |
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 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