+2,164.4%
FIX vs PAYX
+20.8%
+2,143.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +0.7% | -7.9% | +8.6% | +2.2% |
| 30D | -5.7% | -5.0% | -0.7% | -5.0% |
| 3M | -7.4% | +15.1% | -22.5% | -12.1% |
| 6M | +15.1% | +23.9% | -8.8% | +5.5% |
| YTD | +70.7% | +6.2% | +64.5% | +66.2% |
| 1Y | +111.9% | -9.6% | +121.6% | +123.6% |
| 3Y | +759.5% | +5.8% | +753.7% | +699.3% |
| 5Y | +2,164.4% | +22.0% | +2,142.4% | +1,886.8% |
| All | +2,164.4% | +20.8% | +2,143.6% | +1,886.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling