+164.0%
PAYX vs VCLT
+17.1%
+146.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | -3.8% | -1.2% | -2.6% | -3.4% |
| 3M | +17.9% | -4.8% | +22.6% | +20.0% |
| 6M | +26.1% | -2.6% | +28.6% | +27.2% |
| YTD | +6.7% | -3.3% | +10.1% | +8.0% |
| 1Y | -10.7% | -4.8% | -5.9% | -9.2% |
| 3Y | +7.0% | +11.5% | -4.6% | +2.4% |
| 5Y | +22.6% | -17.0% | +39.6% | +27.8% |
| All | +164.0% | +17.1% | +146.9% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling