+588.8%
PAYX vs BTG
+373.5%
+215.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -4.9% | -3.8% | -1.1% | -4.7% |
| 30D | -3.8% | +3.6% | -7.4% | -3.9% |
| 3M | +17.9% | +32.0% | -14.2% | +16.7% |
| 6M | +26.1% | +3.4% | +22.7% | +25.6% |
| YTD | +6.7% | +20.8% | -14.0% | +5.6% |
| 1Y | -10.7% | +22.4% | -33.2% | -11.9% |
| 3Y | +7.0% | +91.7% | -84.7% | +3.4% |
| 5Y | +22.6% | +79.0% | -56.4% | +18.4% |
| 10Y | +166.5% | +152.6% | +14.0% | +152.9% |
| All | +588.8% | +373.5% | +215.3% | +472.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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