+8,592.5%
FIX vs PAYX
+2,252.3%
+6,340.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +9.4% | -1.2% | +10.6% | +9.8% |
| 30D | -27.8% | +7.8% | -35.6% | -30.6% |
| 3M | -35.6% | -6.8% | -28.7% | -35.0% |
| 6M | -45.2% | +31.3% | -76.5% | -52.9% |
| YTD | +19.5% | +7.7% | +11.8% | +9.5% |
| 1Y | +24.2% | +8.1% | +16.2% | +13.4% |
| 3Y | +494.2% | +12.2% | +482.0% | +425.5% |
| 5Y | +1,036.1% | +8.9% | +1,027.2% | +915.2% |
| 10Y | +3,599.0% | +179.0% | +3,420.0% | +2,223.0% |
| All | +8,592.5% | +2,252.3% | +6,340.1% | +3,139.6% |
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