+35,064.1%
PAYX vs VMC
+3,084.3%
+31,979.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.8% |
| 7D | -7.5% | -5.3% | -2.1% | -5.9% |
| 30D | -5.3% | -12.3% | +7.0% | -1.4% |
| 3M | +15.6% | -10.3% | +25.9% | +19.2% |
| 6M | +19.5% | -8.6% | +28.0% | +21.9% |
| YTD | +5.8% | -11.9% | +17.7% | +8.6% |
| 1Y | -10.9% | -13.9% | +3.0% | -8.0% |
| 3Y | +5.4% | +18.2% | -12.7% | -3.0% |
| 5Y | +20.4% | +47.7% | -27.4% | +2.3% |
| 10Y | +164.1% | +152.5% | +11.6% | +79.5% |
| All | +35,064.1% | +3,084.3% | +31,979.8% | +10,246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling