+27.5%
BABA vs PAYX
+296.0%
-268.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.9% |
| 7D | -0.2% | -6.9% | +6.8% | +2.4% |
| 30D | -12.3% | -2.6% | -9.7% | -11.7% |
| 3M | -5.3% | +19.4% | -24.7% | -12.1% |
| 6M | -13.1% | +18.7% | -31.7% | -19.6% |
| YTD | -22.4% | +7.8% | -30.2% | -25.8% |
| 1Y | -19.5% | -9.9% | -9.6% | -17.4% |
| 3Y | +32.9% | +7.4% | +25.5% | +23.4% |
| 5Y | -29.9% | +21.8% | -51.7% | -38.7% |
| 10Y | +16.7% | +161.3% | -144.5% | -32.6% |
| All | +27.5% | +296.0% | -268.5% | -46.4% |
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 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