+550.3%
PAYX vs ITOT
+887.7%
-337.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -4.9% | -0.9% | -3.9% | -4.1% |
| 30D | -3.8% | -1.5% | -2.3% | -2.5% |
| 3M | +17.9% | +3.6% | +14.3% | +13.9% |
| 6M | +26.1% | +13.7% | +12.4% | +11.6% |
| YTD | +6.7% | +12.9% | -6.2% | -5.1% |
| 1Y | -10.7% | +17.2% | -27.9% | -23.4% |
| 3Y | +7.0% | +75.6% | -68.7% | -37.2% |
| 5Y | +22.6% | +75.5% | -52.9% | -28.1% |
| 10Y | +166.5% | +302.0% | -135.4% | -22.9% |
| All | +550.3% | +887.7% | -337.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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