+1,455.0%
DIS vs PAYX
+35,732.2%
-34,277.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.9% |
| 7D | -1.1% | -6.9% | +5.8% | +1.0% |
| 30D | +0.1% | -2.6% | +2.7% | +0.8% |
| 3M | +7.1% | +19.4% | -12.4% | +1.4% |
| 6M | +4.3% | +18.7% | -14.4% | -1.5% |
| YTD | -6.9% | +7.8% | -14.7% | -9.7% |
| 1Y | -10.3% | -9.9% | -0.5% | -8.3% |
| 3Y | +32.8% | +7.4% | +25.4% | +27.8% |
| 5Y | -41.5% | +21.8% | -63.3% | -45.7% |
| 10Y | +21.2% | +161.3% | -140.1% | -9.2% |
| All | +1,455.0% | +35,732.2% | -34,277.2% | +458.7% |
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 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