-40.7%
DIS vs PAYX
+20.8%
-61.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -1.3% | -7.9% | +6.7% | +2.5% |
| 30D | +2.2% | -5.0% | +7.3% | +4.5% |
| 3M | +8.1% | +15.1% | -7.0% | +0.9% |
| 6M | +5.2% | +23.9% | -18.7% | -5.6% |
| YTD | -6.3% | +6.2% | -12.4% | -9.5% |
| 1Y | -7.3% | -9.6% | +2.3% | -2.9% |
| 3Y | +33.8% | +5.8% | +28.0% | +24.8% |
| 5Y | -40.7% | +22.0% | -62.7% | -48.7% |
| All | -40.7% | +20.8% | -61.5% | -48.7% |
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 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