+6.4%
PAYX vs PTC
-10.7%
+17.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.9% | -14.2% | +6.3% | -2.7% |
| 30D | -5.0% | -14.4% | +9.4% | +0.4% |
| 3M | +15.1% | -4.7% | +19.8% | +16.4% |
| 6M | +23.9% | -19.3% | +43.2% | +32.4% |
| YTD | +6.2% | -26.1% | +32.3% | +16.3% |
| 1Y | -9.6% | -37.1% | +27.4% | +3.4% |
| All | +6.4% | -10.7% | +17.1% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling