+23.6%
PAYX vs VMC
+47.0%
-23.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -4.9% | -3.8% | -1.1% | -3.6% |
| 30D | -3.8% | -9.7% | +5.9% | -0.5% |
| 3M | +17.9% | -9.6% | +27.5% | +21.6% |
| 6M | +26.1% | -4.8% | +30.9% | +26.8% |
| YTD | +6.7% | -10.9% | +17.6% | +9.0% |
| 1Y | -10.7% | -15.6% | +4.8% | -7.0% |
| 3Y | +7.0% | +19.3% | -12.4% | -6.9% |
| All | +23.6% | +47.0% | -23.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling