+11,601.2%
COST vs PAYX
+35,385.9%
-23,784.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | -1.2% | -4.9% | +3.7% | +0.1% |
| 30D | -4.7% | -3.8% | -0.9% | -3.8% |
| 3M | -7.1% | +17.9% | -25.0% | -11.3% |
| 6M | -8.5% | +26.1% | -34.6% | -14.5% |
| YTD | +5.4% | +6.7% | -1.4% | +2.7% |
| 1Y | -5.6% | -10.7% | +5.1% | -3.7% |
| 3Y | +68.5% | +7.0% | +61.5% | +62.4% |
| 5Y | +105.2% | +22.6% | +82.6% | +90.7% |
| 10Y | +610.7% | +166.5% | +444.2% | +430.4% |
| All | +11,601.2% | +35,385.9% | -23,784.7% | +3,577.7% |
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