-10.7%
PAYX vs VALE
+57.8%
-68.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -3.8% | +8.6% | -12.4% | -2.3% |
| 3M | +17.9% | +2.0% | +15.9% | +18.8% |
| 6M | +26.1% | +2.1% | +24.0% | +27.1% |
| YTD | +6.7% | +20.2% | -13.5% | +6.3% |
| 1Y | -10.7% | +55.2% | -65.9% | -6.1% |
| All | -10.7% | +57.8% | -68.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling