+35.8%
IR vs PAYX
+21.7%
+14.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -4.5% | -4.9% | +0.4% | -2.3% |
| 30D | -13.9% | -3.8% | -10.1% | -12.6% |
| 3M | -0.3% | +17.9% | -18.2% | -8.5% |
| 6M | -14.3% | +26.1% | -40.4% | -24.7% |
| YTD | -7.9% | +6.7% | -14.6% | -11.6% |
| 1Y | -9.9% | -10.7% | +0.9% | -4.2% |
| 3Y | +6.5% | +7.0% | -0.4% | -0.8% |
| All | +35.8% | +21.7% | +14.1% | +19.6% |
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 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