+3.7%
F vs PAYX
+7.8%
-4.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.9% |
| 7D | +6.0% | +9.7% | -3.7% | +5.9% |
| 30D | +4.3% | +20.2% | -15.9% | +4.2% |
| 3M | -10.1% | +1.1% | -11.1% | -10.6% |
| 6M | +12.8% | +32.7% | -19.9% | +17.1% |
| YTD | -0.1% | +10.5% | -10.6% | +9.3% |
| 1Y | +3.7% | +8.7% | -5.1% | +13.9% |
| All | +3.7% | +7.8% | -4.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling