+164.0%
PAYX vs VICR
+1,679.8%
-1,515.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -0.5% |
| 7D | -4.9% | +5.0% | -9.8% | -5.3% |
| 30D | -3.8% | -12.5% | +8.7% | -3.0% |
| 3M | +17.9% | -33.6% | +51.5% | +20.5% |
| 6M | +26.1% | +10.7% | +15.4% | +18.8% |
| YTD | +6.7% | +80.6% | -73.8% | -6.6% |
| 1Y | -10.7% | +288.4% | -299.1% | -30.4% |
| 3Y | +7.0% | +213.8% | -206.8% | -19.0% |
| 5Y | +22.6% | +58.8% | -36.2% | -3.6% |
| All | +164.0% | +1,679.8% | -1,515.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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