+57.7%
AZN vs PAYX
+21.7%
+36.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.6% | -4.9% | +3.3% | -0.6% |
| 30D | +1.1% | -3.8% | +4.9% | +1.8% |
| 3M | -12.1% | +17.9% | -30.0% | -15.2% |
| 6M | -17.1% | +26.1% | -43.2% | -21.3% |
| YTD | -12.0% | +6.7% | -18.7% | -13.0% |
| 1Y | -0.2% | -10.7% | +10.5% | +3.2% |
| 3Y | +26.8% | +7.0% | +19.8% | +23.8% |
| All | +57.7% | +21.7% | +36.0% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling