+590.9%
JPM vs PAYX
+167.8%
+423.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | -0.7% | -4.9% | +4.2% | +1.9% |
| 30D | -2.5% | -3.8% | +1.3% | -0.7% |
| 3M | +14.1% | +17.9% | -3.7% | +3.1% |
| 6M | +25.1% | +26.1% | -1.0% | +7.8% |
| YTD | +12.1% | +6.7% | +5.4% | +5.8% |
| 1Y | +18.8% | -10.7% | +29.6% | +24.0% |
| 3Y | +163.4% | +7.0% | +156.4% | +139.8% |
| 5Y | +156.5% | +22.6% | +133.9% | +106.9% |
| All | +590.9% | +167.8% | +423.0% | +249.3% |
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