+35,732.2%
PAYX vs PTC
+5,991.9%
+29,740.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.5% | +1.6% | -2.9% |
| 7D | -6.9% | -12.8% | +5.9% | -4.5% |
| 30D | -2.6% | -9.8% | +7.2% | -0.7% |
| 3M | +19.4% | -2.1% | +21.5% | +19.6% |
| 6M | +18.7% | -18.1% | +36.8% | +22.9% |
| YTD | +7.8% | -23.5% | +31.3% | +13.1% |
| 1Y | -9.9% | -37.4% | +27.5% | -1.9% |
| 3Y | +7.4% | -7.2% | +14.7% | +7.7% |
| 5Y | +21.8% | +2.7% | +19.2% | +18.8% |
| 10Y | +161.3% | +203.4% | -42.1% | +104.8% |
| All | +35,732.2% | +5,991.9% | +29,740.3% | +12,428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling