-12.1%
DOW vs PAYX
+84.6%
-96.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -1.4% | -4.9% | +3.5% | +1.3% |
| 30D | -3.9% | -3.8% | -0.1% | -2.2% |
| 3M | -12.7% | +17.9% | -30.5% | -21.3% |
| 6M | -13.7% | +26.1% | -39.8% | -25.9% |
| YTD | +28.4% | +6.7% | +21.6% | +21.1% |
| 1Y | +21.8% | -10.7% | +32.5% | +28.1% |
| 3Y | -35.7% | +7.0% | -42.7% | -40.8% |
| 5Y | -36.8% | +22.6% | -59.4% | -48.9% |
| All | -12.1% | +84.6% | -96.7% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling