+25.2%
COP vs PAYX
+6.4%
+18.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.3% | -4.9% | +7.2% | +3.5% |
| 30D | +8.6% | -3.8% | +12.4% | +9.4% |
| 3M | +19.9% | +17.9% | +2.0% | +14.2% |
| 6M | +19.0% | +26.1% | -7.1% | +11.0% |
| YTD | +50.0% | +6.7% | +43.2% | +46.6% |
| 1Y | +50.5% | -10.7% | +61.3% | +55.8% |
| 3Y | +25.2% | +7.0% | +18.2% | +21.3% |
| All | +25.2% | +6.4% | +18.8% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling