-20.5%
BAX vs PAYC
+1,328.5%
-1,349.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +4.9% | -4.8% | -0.7% |
| 30D | +4.1% | +4.1% | -0.1% | +3.3% |
| 3M | -4.5% | +11.5% | -16.0% | -6.4% |
| 6M | +49.2% | +85.3% | -36.0% | +33.7% |
| YTD | +35.2% | +57.3% | -22.0% | +23.7% |
| 1Y | +38.3% | +52.6% | -14.3% | +27.1% |
| 3Y | -19.0% | +48.3% | -67.3% | -25.9% |
| 5Y | -64.2% | -47.8% | -16.3% | -63.0% |
| 10Y | -35.7% | +515.9% | -551.6% | -55.6% |
| All | -20.5% | +1,328.5% | -1,349.0% | -48.8% |
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