-59.7%
MKTX vs PAYC
-52.9%
-6.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -0.2% | -5.5% | +5.3% | +0.7% |
| 30D | +0.7% | +3.8% | -3.1% | 0.0% |
| 3M | +40.8% | +65.8% | -25.0% | +27.6% |
| 6M | -8.0% | +68.7% | -76.7% | -17.2% |
| YTD | -8.7% | +38.3% | -47.1% | -15.0% |
| 1Y | -11.8% | -2.4% | -9.5% | -12.5% |
| 3Y | -24.0% | -21.5% | -2.5% | -23.5% |
| All | -59.7% | -52.9% | -6.8% | -56.3% |
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