+37.1%
QLD vs PAYX
-10.2%
+47.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.1% |
| 7D | -2.6% | -7.9% | +5.3% | -4.2% |
| 30D | -3.3% | -5.0% | +1.8% | -4.2% |
| 3M | +1.8% | +15.1% | -13.3% | +4.5% |
| 6M | +29.7% | +23.9% | +5.8% | +33.2% |
| YTD | +25.1% | +6.2% | +18.9% | +28.7% |
| 1Y | +37.1% | -9.6% | +46.8% | +37.8% |
| All | +37.1% | -10.2% | +47.3% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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