+169.7%
VEA vs PAYX
+430.1%
-260.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.8% |
| 7D | -1.5% | -4.9% | +3.4% | +1.1% |
| 30D | -0.8% | -3.8% | +3.0% | +0.9% |
| 3M | +2.5% | +17.9% | -15.4% | -7.2% |
| 6M | +11.1% | +26.1% | -14.9% | -4.0% |
| YTD | +17.2% | +6.7% | +10.4% | +10.0% |
| 1Y | +24.5% | -10.7% | +35.3% | +28.6% |
| 3Y | +75.4% | +7.0% | +68.5% | +58.2% |
| 5Y | +61.1% | +22.6% | +38.5% | +30.3% |
| 10Y | +163.1% | +166.5% | -3.4% | +18.5% |
| All | +169.7% | +430.1% | -260.4% | -37.1% |
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