-47.2%
CMCSA vs PAYX
+21.7%
-68.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.9% | -4.9% | 0.0% | -2.8% |
| 30D | -1.1% | -3.8% | +2.7% | +0.5% |
| 3M | +6.6% | +17.9% | -11.3% | -0.6% |
| 6M | -15.5% | +26.1% | -41.5% | -23.7% |
| YTD | -6.7% | +6.7% | -13.4% | -9.5% |
| 1Y | -15.6% | -10.7% | -4.8% | -11.0% |
| 3Y | -33.7% | +7.0% | -40.7% | -37.2% |
| All | -47.2% | +21.7% | -68.9% | -56.2% |
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 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