+62.3%
IWM vs PAYX
+6.4%
+55.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.2% |
| 30D | -4.6% | -3.8% | -0.8% | -3.8% |
| 3M | -0.3% | +17.9% | -18.2% | -5.3% |
| 6M | +14.7% | +26.1% | -11.3% | +6.2% |
| YTD | +17.8% | +6.7% | +11.1% | +16.1% |
| 1Y | +21.2% | -10.7% | +32.0% | +28.7% |
| 3Y | +62.3% | +7.0% | +55.4% | +57.6% |
| All | +62.3% | +6.4% | +55.9% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling