-39.1%
JOBY vs PAYX
+47.9%
-87.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.0% |
| 7D | -5.2% | -4.9% | -0.3% | -2.5% |
| 30D | -19.7% | -3.8% | -15.9% | -18.1% |
| 3M | -31.7% | +17.9% | -49.6% | -39.7% |
| 6M | -37.5% | +26.1% | -63.6% | -48.0% |
| YTD | -51.6% | +6.7% | -58.3% | -54.9% |
| 1Y | -53.3% | -10.7% | -42.5% | -50.3% |
| 3Y | -12.2% | +7.0% | -19.2% | -24.2% |
| 5Y | -31.3% | +22.6% | -53.9% | -45.4% |
| All | -39.1% | +47.9% | -87.0% | -54.7% |
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