+567.0%
PAYX vs BIDU
+1,272.6%
-705.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.6% |
| 7D | -7.9% | -5.2% | -2.7% | -7.3% |
| 30D | -5.0% | -14.5% | +9.4% | -3.3% |
| 3M | +15.1% | -22.9% | +38.0% | +18.6% |
| 6M | +23.9% | -27.8% | +51.7% | +28.0% |
| YTD | +6.2% | -30.7% | +36.8% | +9.7% |
| 1Y | -9.6% | -15.8% | +6.2% | -9.8% |
| 3Y | +5.8% | -33.2% | +39.1% | +6.6% |
| 5Y | +22.0% | -44.8% | +66.7% | +20.6% |
| 10Y | +165.1% | -50.3% | +215.3% | +150.4% |
| All | +567.0% | +1,272.6% | -705.5% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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