+321.7%
VWO vs PAYX
+627.2%
-305.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | -1.8% | -4.9% | +3.1% | +0.9% |
| 30D | -0.1% | -3.8% | +3.7% | +1.7% |
| 3M | +2.2% | +17.9% | -15.6% | -8.1% |
| 6M | +8.8% | +26.1% | -17.3% | -6.9% |
| YTD | +12.4% | +6.7% | +5.6% | +5.0% |
| 1Y | +15.6% | -10.7% | +26.3% | +19.4% |
| 3Y | +62.5% | +7.0% | +55.6% | +44.4% |
| 5Y | +34.3% | +22.6% | +11.7% | +4.8% |
| 10Y | +114.8% | +166.5% | -51.7% | -14.0% |
| All | +321.7% | +627.2% | -305.5% | -24.7% |
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