+597.6%
PAYX vs MKTX
+1,442.6%
-845.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | -3.8% | +0.7% | -4.5% | -3.9% |
| 3M | +17.9% | +40.8% | -22.9% | +8.8% |
| 6M | +26.1% | -8.0% | +34.1% | +26.7% |
| YTD | +6.7% | -8.7% | +15.5% | +7.3% |
| 1Y | -10.7% | -11.8% | +1.1% | -9.7% |
| 3Y | +7.0% | -24.0% | +31.0% | +8.9% |
| 5Y | +22.6% | -60.3% | +82.9% | +39.9% |
| 10Y | +166.5% | +5.0% | +161.5% | +142.8% |
| All | +597.6% | +1,442.6% | -845.0% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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