+1,098.4%
DIA vs PAYX
+1,721.9%
-623.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -3.0% | -7.9% | +4.9% | -0.2% |
| 30D | -3.0% | -5.0% | +2.0% | -1.4% |
| 3M | +4.5% | +15.1% | -10.6% | -1.1% |
| 6M | +9.8% | +23.9% | -14.1% | +0.8% |
| YTD | +9.3% | +6.2% | +3.1% | +5.6% |
| 1Y | +16.0% | -9.6% | +25.6% | +18.3% |
| 3Y | +57.7% | +5.8% | +51.9% | +50.6% |
| 5Y | +63.8% | +22.0% | +41.8% | +47.5% |
| 10Y | +248.8% | +165.1% | +83.7% | +140.4% |
| All | +1,098.4% | +1,721.9% | -623.5% | +377.1% |
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