+239.8%
MKTX vs PAYC
+1,140.1%
-900.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.2% | -10.2% | +10.0% | +1.9% |
| 30D | +0.8% | +2.0% | -1.1% | +0.3% |
| 3M | +41.1% | +58.3% | -17.1% | +27.1% |
| 6M | -9.5% | +64.5% | -74.0% | -19.5% |
| YTD | -8.7% | +36.5% | -45.2% | -15.9% |
| 1Y | -10.0% | -1.3% | -8.7% | -11.5% |
| 3Y | -24.6% | -22.1% | -2.5% | -25.8% |
| 5Y | -60.3% | -53.3% | -7.0% | -57.5% |
| 10Y | +5.0% | +348.5% | -343.4% | -21.4% |
| All | +239.8% | +1,140.1% | -900.3% | +122.1% |
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