+128.7%
PM vs CPAY
+54.3%
+74.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.2% | -2.5% | +1.3% | -0.9% |
| 30D | -0.2% | +1.3% | -1.5% | -0.3% |
| 3M | +4.9% | +13.5% | -8.6% | +3.0% |
| 6M | +9.0% | +24.7% | -15.7% | +5.3% |
| YTD | +17.8% | +34.9% | -17.2% | +11.7% |
| 1Y | +16.8% | +29.7% | -12.9% | +11.3% |
| 3Y | +125.4% | +49.4% | +76.1% | +102.6% |
| 5Y | +128.7% | +53.5% | +75.2% | +95.2% |
| All | +128.7% | +54.3% | +74.4% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling