+2,255.0%
PAYX vs VTR
+1,494.8%
+760.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +17.9% | +7.9% | +10.0% | +16.1% |
| 6M | +26.1% | +6.2% | +19.9% | +24.2% |
| YTD | +6.7% | +17.7% | -11.0% | +2.9% |
| 1Y | -10.7% | +32.9% | -43.6% | -16.1% |
| 3Y | +7.0% | +129.7% | -122.7% | -10.3% |
| 5Y | +22.6% | +89.3% | -66.7% | +6.0% |
| 10Y | +166.5% | +99.1% | +67.4% | +115.8% |
| All | +2,255.0% | +1,494.8% | +760.2% | +1,439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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