+85.6%
PAYX vs QS
-47.4%
+133.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.4% |
| 7D | -7.9% | -5.0% | -3.0% | -7.8% |
| 30D | -5.0% | -18.3% | +13.3% | -4.5% |
| 3M | +15.1% | -26.0% | +41.1% | +15.9% |
| 6M | +23.9% | -24.0% | +48.0% | +24.3% |
| YTD | +6.2% | -50.3% | +56.5% | +7.8% |
| 1Y | -9.6% | -38.0% | +28.3% | -9.4% |
| 3Y | +5.8% | -24.6% | +30.4% | +2.5% |
| 5Y | +22.0% | -75.4% | +97.4% | +19.2% |
| All | +85.6% | -47.4% | +133.0% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling