+516.6%
PAYX vs VALE
+2,276.6%
-1,760.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -5.0% | +9.7% | -14.8% | -6.7% |
| 3M | +15.1% | +5.3% | +9.8% | +13.6% |
| 6M | +23.9% | +0.5% | +23.4% | +22.9% |
| YTD | +6.2% | +20.6% | -14.4% | +1.1% |
| 1Y | -9.6% | +57.6% | -67.2% | -18.3% |
| 3Y | +5.8% | +50.6% | -44.7% | -4.9% |
| 5Y | +22.0% | +41.8% | -19.9% | +7.5% |
| 10Y | +165.1% | +515.1% | -350.0% | +64.7% |
| All | +516.6% | +2,276.6% | -1,760.0% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling