+16.5%
JD vs PAYX
+167.8%
-151.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -4.2% | -4.9% | +0.6% | -2.3% |
| 30D | -14.4% | -3.8% | -10.6% | -13.3% |
| 3M | -3.6% | +17.9% | -21.4% | -10.3% |
| 6M | -0.3% | +26.1% | -26.4% | -10.4% |
| YTD | -2.4% | +6.7% | -9.1% | -6.2% |
| 1Y | -18.5% | -10.7% | -7.8% | -15.6% |
| 3Y | -7.0% | +7.0% | -14.0% | -14.1% |
| 5Y | -61.7% | +22.6% | -84.3% | -67.3% |
| All | +16.5% | +167.8% | -151.3% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling