+14,232.0%
DE vs PAYX
+35,385.9%
-21,153.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -2.6% | -4.9% | +2.3% | -1.2% |
| 30D | +9.0% | -3.8% | +12.8% | +10.1% |
| 3M | +19.1% | +17.9% | +1.3% | +13.1% |
| 6M | +14.4% | +26.1% | -11.7% | +5.9% |
| YTD | +45.9% | +6.7% | +39.2% | +41.2% |
| 1Y | +43.6% | -10.7% | +54.3% | +46.1% |
| 3Y | +75.9% | +7.0% | +68.9% | +68.7% |
| 5Y | +98.8% | +22.6% | +76.2% | +82.1% |
| 10Y | +861.4% | +166.5% | +694.9% | +614.5% |
| All | +14,232.0% | +35,385.9% | -21,153.9% | +5,288.2% |
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 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