+227.5%
PAYX vs RACE
+649.8%
-422.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -1.2% | -1.2% | 0.0% | -0.8% |
| 30D | +7.8% | +6.1% | +1.7% | +5.8% |
| 3M | -6.8% | -0.3% | -6.5% | -6.9% |
| 6M | +31.3% | +23.4% | +7.9% | +22.0% |
| YTD | +7.7% | +12.5% | -4.8% | +2.2% |
| 1Y | +8.1% | -0.5% | +8.5% | +6.7% |
| 3Y | +12.2% | +23.6% | -11.4% | -1.9% |
| 5Y | +8.9% | +65.4% | -56.5% | -16.6% |
| 10Y | +179.0% | +715.5% | -536.5% | +40.8% |
| All | +227.5% | +649.8% | -422.2% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling