-99.9%
DFNS vs PAYX
+21.7%
-121.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.4% |
| 7D | -6.3% | -4.9% | -1.5% | -7.2% |
| 30D | -74.0% | -3.8% | -70.2% | -74.1% |
| 3M | -70.1% | +17.9% | -88.0% | -68.2% |
| 6M | -93.9% | +26.1% | -120.0% | -93.4% |
| YTD | -98.1% | +6.7% | -104.8% | -98.1% |
| 1Y | -98.3% | -10.7% | -87.5% | -98.5% |
| 3Y | -99.9% | +7.0% | -106.9% | -99.9% |
| All | -99.9% | +21.7% | -121.6% | -99.9% |
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