+224.3%
CTVA vs PAYC
+8.5%
+215.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.1% |
| 7D | -2.1% | -7.9% | +5.8% | -0.5% |
| 30D | +12.0% | +2.1% | +9.9% | +11.5% |
| 3M | +13.5% | +61.8% | -48.3% | +1.4% |
| 6M | +12.1% | +59.9% | -47.8% | -0.2% |
| YTD | +29.0% | +38.5% | -9.5% | +18.1% |
| 1Y | +18.9% | -1.4% | +20.2% | +17.4% |
| 3Y | +78.9% | -21.0% | +99.9% | +78.3% |
| 5Y | +105.2% | -52.9% | +158.1% | +125.5% |
| All | +224.3% | +8.5% | +215.7% | +119.8% |
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