+22.0%
PAYX vs PTC
+0.6%
+21.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.9% | -14.2% | +6.3% | -2.6% |
| 30D | -5.0% | -14.4% | +9.4% | +0.5% |
| 3M | +15.1% | -4.7% | +19.8% | +16.4% |
| 6M | +23.9% | -19.3% | +43.2% | +32.9% |
| YTD | +6.2% | -26.1% | +32.3% | +17.3% |
| 1Y | -9.6% | -37.1% | +27.4% | +5.1% |
| 3Y | +5.8% | -10.4% | +16.2% | +5.2% |
| 5Y | +22.0% | +2.5% | +19.5% | +11.9% |
| All | +22.0% | +0.6% | +21.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling