+74.6%
BND vs PAYX
+501.5%
-426.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.0% | -4.9% | +3.8% | -1.1% |
| 30D | -1.1% | -3.8% | +2.7% | -1.2% |
| 3M | -1.9% | +17.9% | -19.7% | -1.7% |
| 6M | -1.6% | +26.1% | -27.7% | -1.4% |
| YTD | -1.2% | +6.7% | -8.0% | -1.1% |
| 1Y | -0.7% | -10.7% | +10.0% | -0.8% |
| 3Y | +12.5% | +7.0% | +5.5% | +12.8% |
| 5Y | -2.5% | +22.6% | -25.2% | -1.8% |
| 10Y | +14.9% | +166.5% | -151.6% | +19.6% |
| All | +74.6% | +501.5% | -426.9% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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