-18.6%
BAX vs PAYC
+1,266.0%
-1,284.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.6% | -9.5% | +13.2% | +5.3% |
| 30D | +8.5% | +2.5% | +6.0% | +8.0% |
| 3M | -4.9% | +11.7% | -16.5% | -6.7% |
| 6M | +47.0% | +74.6% | -27.6% | +33.0% |
| YTD | +38.4% | +50.4% | -11.9% | +27.6% |
| 1Y | +49.1% | +44.0% | +5.1% | +38.4% |
| 3Y | -14.9% | +42.5% | -57.4% | -21.6% |
| 5Y | -63.1% | -50.3% | -12.9% | -61.6% |
| 10Y | -35.6% | +521.2% | -556.8% | -55.5% |
| All | -18.6% | +1,266.0% | -1,284.6% | -47.2% |
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