+220,816.7%
CSCO vs PAYX
+37,137.4%
+183,679.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | 0.0% | -7.5% | +7.4% | +3.3% |
| 30D | -10.7% | -5.3% | -5.4% | -9.0% |
| 3M | -8.7% | +15.6% | -24.4% | -15.5% |
| 6M | +44.9% | +19.5% | +25.4% | +31.2% |
| YTD | +44.1% | +5.8% | +38.4% | +37.2% |
| 1Y | +65.9% | -10.9% | +76.7% | +69.9% |
| 3Y | +109.0% | +5.4% | +103.6% | +95.5% |
| 5Y | +114.8% | +20.4% | +94.4% | +87.5% |
| 10Y | +377.3% | +164.1% | +213.2% | +190.7% |
| All | +220,816.7% | +37,137.4% | +183,679.3% | +32,533.7% |
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