-99.9%
DFNS vs PAYX
+89.2%
-189.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.8% | -4.9% |
| 7D | +4.6% | -7.5% | +12.1% | +3.2% |
| 30D | -73.9% | -5.3% | -68.6% | -74.1% |
| 3M | -71.7% | +15.6% | -87.3% | -70.2% |
| 6M | -94.6% | +19.5% | -114.0% | -94.3% |
| YTD | -98.1% | +5.8% | -103.9% | -98.1% |
| 1Y | -98.3% | -10.9% | -87.4% | -98.4% |
| 3Y | -99.9% | +5.4% | -105.3% | -99.9% |
| 5Y | -99.9% | +20.4% | -120.2% | -99.9% |
| All | -99.9% | +89.2% | -189.1% | -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 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