+560.3%
PAYX vs SCHG
+1,132.2%
-571.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | -4.9% | -1.0% | -3.8% | -4.1% |
| 30D | -3.8% | -1.3% | -2.5% | -2.8% |
| 3M | +17.9% | +5.4% | +12.4% | +13.1% |
| 6M | +26.1% | +14.4% | +11.7% | +13.3% |
| YTD | +6.7% | +8.0% | -1.3% | 0.0% |
| 1Y | -10.7% | +12.7% | -23.5% | -19.5% |
| 3Y | +7.0% | +85.6% | -78.6% | -37.0% |
| 5Y | +22.6% | +85.5% | -62.9% | -29.4% |
| 10Y | +166.5% | +456.0% | -289.5% | -40.2% |
| All | +560.3% | +1,132.2% | -571.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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