-31.4%
BABA vs PAYX
+20.8%
-52.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -2.9% | -7.9% | +5.0% | -0.5% |
| 30D | -15.1% | -5.0% | -10.0% | -14.0% |
| 3M | -5.0% | +15.1% | -20.2% | -9.9% |
| 6M | -19.9% | +23.9% | -43.9% | -26.3% |
| YTD | -25.3% | +6.2% | -31.4% | -27.2% |
| 1Y | -23.9% | -9.6% | -14.3% | -20.7% |
| 3Y | +28.1% | +5.8% | +22.3% | +18.4% |
| 5Y | -31.4% | +22.0% | -53.3% | -41.4% |
| All | -31.4% | +20.8% | -52.1% | -41.4% |
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