+164.0%
PAYX vs PTC
+205.0%
-41.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -4.9% | -7.3% | +2.4% | -2.3% |
| 30D | -3.8% | -11.6% | +7.8% | +0.5% |
| 3M | +17.9% | +10.5% | +7.4% | +13.4% |
| 6M | +26.1% | -17.8% | +43.9% | +34.1% |
| YTD | +6.7% | -24.9% | +31.7% | +17.1% |
| 1Y | -10.7% | -36.8% | +26.1% | +3.6% |
| 3Y | +7.0% | -8.7% | +15.7% | +6.7% |
| 5Y | +22.6% | +4.1% | +18.5% | +14.3% |
| All | +164.0% | +205.0% | -41.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling