+1,144.3%
CAT vs PAYX
+167.8%
+976.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +0.6% | -4.9% | +5.4% | +2.7% |
| 30D | -4.3% | -3.8% | -0.5% | -3.1% |
| 3M | -8.6% | +17.9% | -26.5% | -16.8% |
| 6M | +16.1% | +26.1% | -10.0% | +0.8% |
| YTD | +43.8% | +6.7% | +37.0% | +35.0% |
| 1Y | +91.5% | -10.7% | +102.2% | +97.1% |
| 3Y | +202.7% | +7.0% | +195.7% | +175.2% |
| 5Y | +335.1% | +22.6% | +312.5% | +256.0% |
| All | +1,144.3% | +167.8% | +976.5% | +515.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling