+519.0%
PAYX vs QID
-100.0%
+619.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +1.2% |
| 7D | -7.9% | +2.7% | -10.7% | -7.0% |
| 30D | -5.0% | +3.3% | -8.4% | -3.9% |
| 3M | +15.1% | -5.5% | +20.6% | +13.0% |
| 6M | +23.9% | -28.4% | +52.3% | +10.5% |
| YTD | +6.2% | -26.6% | +32.7% | -4.1% |
| 1Y | -9.6% | -34.1% | +24.5% | -21.3% |
| 3Y | +5.8% | -73.7% | +79.5% | -30.1% |
| 5Y | +22.0% | -80.7% | +102.6% | -17.9% |
| 10Y | +165.1% | -99.1% | +264.2% | -31.2% |
| All | +519.0% | -100.0% | +619.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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