+2,343.9%
EXC vs PAYX
+35,064.1%
-32,720.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +0.3% | -7.5% | +7.8% | +1.7% |
| 30D | -0.9% | -5.3% | +4.4% | 0.0% |
| 3M | -2.7% | +15.6% | -18.3% | -5.4% |
| 6M | -9.4% | +19.5% | -28.8% | -12.7% |
| YTD | +3.0% | +5.8% | -2.7% | +1.3% |
| 1Y | +5.1% | -10.9% | +16.0% | +6.6% |
| 3Y | +20.6% | +5.4% | +15.2% | +17.9% |
| 5Y | +45.7% | +20.4% | +25.3% | +38.6% |
| 10Y | +160.8% | +164.1% | -3.3% | +119.2% |
| All | +2,343.9% | +35,064.1% | -32,720.2% | +1,428.7% |
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