+152.0%
QQQM vs PAYX
+66.7%
+85.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -0.6% | -4.9% | +4.3% | +1.3% |
| 30D | -1.2% | -3.8% | +2.6% | +0.1% |
| 3M | -0.1% | +17.9% | -18.0% | -7.6% |
| 6M | +18.0% | +26.1% | -8.1% | +5.0% |
| YTD | +16.7% | +6.7% | +9.9% | +12.1% |
| 1Y | +23.0% | -10.7% | +33.8% | +29.1% |
| 3Y | +93.3% | +7.0% | +86.4% | +77.6% |
| 5Y | +96.3% | +22.6% | +73.7% | +69.7% |
| All | +152.0% | +66.7% | +85.3% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling