+123.4%
PM vs CPAY
+48.3%
+75.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -0.2% | +1.3% | -1.5% | -0.3% |
| 3M | +4.9% | +13.5% | -8.6% | +3.9% |
| 6M | +9.0% | +24.7% | -15.7% | +7.0% |
| YTD | +17.8% | +34.9% | -17.2% | +14.2% |
| 1Y | +16.8% | +29.7% | -12.9% | +13.5% |
| All | +123.4% | +48.3% | +75.1% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling