-7.5%
PAYX vs VSXY
+224.6%
-232.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.6% |
| 7D | -4.2% | -14.0% | +9.8% | -4.5% |
| 30D | +2.9% | -15.9% | +18.8% | +2.6% |
| 3M | +23.6% | +3.4% | +20.2% | +24.0% |
| 6M | +30.0% | +25.9% | +4.1% | +31.9% |
| YTD | +12.2% | +39.5% | -27.3% | +13.8% |
| 1Y | -7.5% | +194.4% | -201.8% | -4.8% |
| All | -7.5% | +224.6% | -232.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling