-20.4%
BAX vs PAYC
+1,229.9%
-1,250.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.6% |
| 7D | -1.1% | -2.9% | +1.7% | -0.7% |
| 30D | -5.5% | +32.8% | -38.2% | -10.2% |
| 3M | +33.5% | +69.3% | -35.7% | +21.7% |
| 6M | +35.9% | +74.0% | -38.1% | +22.7% |
| YTD | +35.4% | +46.4% | -11.1% | +25.4% |
| 1Y | +9.8% | +4.2% | +5.6% | +7.3% |
| 3Y | -32.7% | -19.7% | -13.0% | -33.4% |
| 5Y | -65.6% | -52.0% | -13.5% | -63.9% |
| 10Y | -34.9% | +356.9% | -391.8% | -53.5% |
| All | -20.4% | +1,229.9% | -1,250.3% | -48.1% |
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