+86.6%
PAYX vs QS
-46.4%
+133.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -4.9% | -3.6% | -1.2% | -4.8% |
| 30D | -3.8% | -17.2% | +13.4% | -3.3% |
| 3M | +17.9% | -27.0% | +44.8% | +18.7% |
| 6M | +26.1% | -24.6% | +50.6% | +26.5% |
| YTD | +6.7% | -49.3% | +56.1% | +8.3% |
| 1Y | -10.7% | -40.3% | +29.6% | -10.4% |
| 3Y | +7.0% | -23.8% | +30.8% | +3.6% |
| 5Y | +22.6% | -75.0% | +97.6% | +19.8% |
| All | +86.6% | -46.4% | +133.0% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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