+162.6%
PAYX vs RACE
+832.2%
-669.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -7.9% | -2.2% | -5.7% | -7.2% |
| 30D | -5.0% | -0.4% | -4.7% | -5.0% |
| 3M | +15.1% | +17.9% | -2.8% | +8.4% |
| 6M | +23.9% | +19.3% | +4.6% | +15.5% |
| YTD | +6.2% | +11.9% | -5.7% | +0.7% |
| 1Y | -9.6% | -12.7% | +3.1% | -7.1% |
| 3Y | +5.8% | +41.1% | -35.3% | -14.0% |
| 5Y | +22.0% | +94.1% | -72.1% | -15.5% |
| All | +162.6% | +832.2% | -669.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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