+260.2%
PG vs CPAY
+1,532.9%
-1,272.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -2.0% | +1.2% | -0.5% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | -1.3% | +16.4% | -17.7% | -3.4% |
| 6M | -3.8% | +23.5% | -27.3% | -6.9% |
| YTD | +3.6% | +35.7% | -32.0% | -1.4% |
| 1Y | -5.7% | +30.2% | -35.9% | -9.9% |
| 3Y | +1.6% | +49.7% | -48.1% | -6.3% |
| 5Y | +14.6% | +56.6% | -41.9% | +3.5% |
| 10Y | +121.2% | +153.8% | -32.6% | +82.6% |
| All | +260.2% | +1,532.9% | -1,272.7% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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