+6.5%
IYR vs PAYX
+21.7%
-15.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -1.4% | -4.9% | +3.5% | +0.6% |
| 30D | -2.7% | -3.8% | +1.1% | -1.3% |
| 3M | -2.1% | +17.9% | -20.0% | -9.2% |
| 6M | +3.6% | +26.1% | -22.5% | -7.3% |
| YTD | +8.1% | +6.7% | +1.4% | +4.4% |
| 1Y | +4.7% | -10.7% | +15.5% | +10.3% |
| 3Y | +29.1% | +7.0% | +22.2% | +20.4% |
| All | +6.5% | +21.7% | -15.2% | -4.5% |
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