+47.6%
JD vs PAYX
+318.1%
-270.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.6% | -7.9% | +5.3% | +0.9% |
| 30D | -15.4% | -5.0% | -10.3% | -13.7% |
| 3M | -5.0% | +15.1% | -20.1% | -11.4% |
| 6M | +0.9% | +23.9% | -23.0% | -9.6% |
| YTD | -2.5% | +6.2% | -8.7% | -6.5% |
| 1Y | -16.0% | -9.6% | -6.4% | -13.4% |
| 3Y | -8.5% | +5.8% | -14.4% | -15.8% |
| 5Y | -61.8% | +22.0% | -83.7% | -67.8% |
| 10Y | +16.9% | +165.1% | -148.1% | -41.2% |
| All | +47.6% | +318.1% | -270.6% | -51.6% |
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 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