+12,471.5%
FIX vs PAYX
+2,350.0%
+10,121.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.9% |
| 7D | +6.0% | -4.2% | +10.2% | +7.8% |
| 30D | -7.2% | +2.9% | -10.2% | -8.6% |
| 3M | -15.9% | +23.6% | -39.5% | -24.2% |
| 6M | +12.7% | +30.0% | -17.3% | -1.9% |
| YTD | +72.8% | +12.2% | +60.6% | +58.4% |
| 1Y | +122.9% | -7.5% | +130.4% | +120.3% |
| 3Y | +774.3% | +10.1% | +764.2% | +692.1% |
| 5Y | +2,049.5% | +25.1% | +2,024.4% | +1,745.6% |
| 10Y | +5,821.5% | +171.7% | +5,649.7% | +3,705.5% |
| All | +12,471.5% | +2,350.0% | +10,121.5% | +4,586.9% |
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 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