+728.7%
BX vs PAYC
+1,158.0%
-429.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | +0.1% |
| 7D | -2.0% | -7.9% | +5.9% | +0.5% |
| 30D | -2.3% | +2.1% | -4.4% | -3.0% |
| 3M | +18.5% | +61.8% | -43.2% | -0.1% |
| 6M | +23.7% | +59.9% | -36.2% | +3.7% |
| YTD | -10.4% | +38.5% | -48.9% | -21.6% |
| 1Y | -19.6% | -1.4% | -18.2% | -21.7% |
| 3Y | +30.8% | -21.0% | +51.8% | +28.9% |
| 5Y | +24.3% | -52.9% | +77.3% | +41.5% |
| 10Y | +679.5% | +332.8% | +346.7% | +440.9% |
| All | +728.7% | +1,158.0% | -429.3% | +410.7% |
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