-10.2%
DOW vs PAYX
+83.6%
-93.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.4% | -7.9% | +5.5% | +2.2% |
| 30D | -4.1% | -5.0% | +1.0% | -1.6% |
| 3M | -12.4% | +15.1% | -27.5% | -20.0% |
| 6M | -10.6% | +23.9% | -34.5% | -22.5% |
| YTD | +31.1% | +6.2% | +24.9% | +24.0% |
| 1Y | +30.5% | -9.6% | +40.2% | +36.3% |
| 3Y | -34.4% | +5.8% | -40.2% | -39.2% |
| 5Y | -35.5% | +22.0% | -57.4% | -47.7% |
| All | -10.2% | +83.6% | -93.8% | -39.6% |
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