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  • SCHW vs PAYX✓SelectedUSD · PAYXSCHW vs PAYX performance historyLatest closeAs of-0.07%09/11
Stock and ETF performance explorer

SCHW vs PAYX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+51,567.6%
PAYX return
+35,385.9%
Excess return
+16,181.7%
Maximum drawdown
-86.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPAYXExcessAlpha
1D-0.1%+0.5%-0.6%-0.3%
7D-1.9%-4.9%+3.0%+0.4%
30D-1.6%-3.8%+2.2%0.0%
3M+21.3%+17.9%+3.4%+11.7%
6M+16.5%+26.1%-9.6%+3.5%
YTD+8.4%+6.7%+1.7%+3.6%
1Y+15.6%-10.7%+26.4%+19.8%
3Y+86.8%+7.0%+79.9%+74.2%
5Y+60.5%+22.6%+37.9%+39.7%
10Y+297.7%+166.5%+131.2%+139.6%
All+51,567.6%+35,385.9%+16,181.7%+7,853.9%

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