+20.4%
PAYX vs RACE
+87.3%
-66.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -7.5% | -2.6% | -4.8% | -6.8% |
| 30D | -5.3% | -1.1% | -4.2% | -5.1% |
| 3M | +15.6% | +12.5% | +3.1% | +11.9% |
| 6M | +19.5% | +17.4% | +2.0% | +13.9% |
| YTD | +5.8% | +10.1% | -4.3% | +2.2% |
| 1Y | -10.9% | -15.1% | +4.3% | -7.7% |
| 3Y | +5.4% | +38.9% | -33.5% | -13.4% |
| 5Y | +20.4% | +90.7% | -70.3% | -13.7% |
| All | +20.4% | +87.3% | -66.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling