-2.6%
BDX vs PAYC
-54.0%
+51.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.4% | -10.2% | +4.8% | -4.2% |
| 30D | -2.2% | +2.0% | -4.1% | -2.4% |
| 3M | +20.1% | +58.3% | -38.2% | +13.5% |
| 6M | +9.1% | +64.5% | -55.4% | +2.5% |
| YTD | +17.9% | +36.5% | -18.6% | +12.9% |
| 1Y | +22.1% | -1.3% | +23.3% | +21.0% |
| 3Y | -10.5% | -22.1% | +11.6% | -10.4% |
| 5Y | -2.6% | -53.3% | +50.7% | -7.5% |
| All | -2.6% | -54.0% | +51.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling