+122.0%
CSCO vs PAYX
+21.7%
+100.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.2% |
| 7D | +2.7% | -4.9% | +7.5% | +4.4% |
| 30D | -9.5% | -3.8% | -5.7% | -8.6% |
| 3M | -7.6% | +17.9% | -25.5% | -14.0% |
| 6M | +44.9% | +26.1% | +18.8% | +30.3% |
| YTD | +47.7% | +6.7% | +40.9% | +42.3% |
| 1Y | +69.1% | -10.7% | +79.8% | +76.7% |
| 3Y | +113.5% | +7.0% | +106.6% | +99.2% |
| All | +122.0% | +21.7% | +100.2% | +98.0% |
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