+2,234.6%
ICE vs PAYX
+463.1%
+1,771.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -5.3% | -7.9% | +2.6% | +0.2% |
| 30D | +3.0% | -5.0% | +8.1% | +6.6% |
| 3M | +11.4% | +15.1% | -3.7% | +0.3% |
| 6M | -2.0% | +23.9% | -26.0% | -17.1% |
| YTD | -3.1% | +6.2% | -9.3% | -8.7% |
| 1Y | -8.4% | -9.6% | +1.3% | -3.4% |
| 3Y | +40.7% | +5.8% | +34.9% | +26.6% |
| 5Y | +40.0% | +22.0% | +18.0% | +9.5% |
| 10Y | +213.5% | +165.1% | +48.4% | +12.1% |
| All | +2,234.6% | +463.1% | +1,771.5% | +221.0% |
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