+20.6%
PAYX vs BTDR
+19.6%
+1.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.5% |
| 7D | -4.9% | -3.4% | -1.5% | -4.8% |
| 30D | -3.8% | +32.6% | -36.4% | -3.9% |
| 3M | +17.9% | -32.2% | +50.1% | +18.4% |
| 6M | +26.1% | +52.4% | -26.3% | +24.6% |
| YTD | +6.7% | +6.7% | +0.1% | +6.1% |
| 1Y | -10.7% | -15.2% | +4.5% | -11.3% |
| 3Y | +7.0% | +14.9% | -7.9% | +4.9% |
| 5Y | +22.6% | +20.8% | +1.8% | +19.6% |
| All | +20.6% | +19.6% | +1.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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