+149.3%
BDX vs PAYC
+1,158.0%
-1,008.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -2.3% |
| 7D | -4.3% | -7.9% | +3.6% | -3.2% |
| 30D | +1.3% | +2.1% | -0.9% | +0.9% |
| 3M | +20.2% | +61.8% | -41.5% | +11.8% |
| 6M | +8.6% | +59.9% | -51.3% | +0.8% |
| YTD | +19.0% | +38.5% | -19.5% | +12.3% |
| 1Y | +21.2% | -1.4% | +22.5% | +19.9% |
| 3Y | -9.7% | -21.0% | +11.3% | -10.3% |
| 5Y | -3.4% | -52.9% | +49.5% | +0.9% |
| 10Y | +53.9% | +332.8% | -278.9% | +15.6% |
| All | +149.3% | +1,158.0% | -1,008.7% | +79.0% |
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