+11,110.4%
JPM vs PAYX
+35,385.9%
-24,275.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -0.7% | -4.9% | +4.2% | +1.2% |
| 30D | -2.5% | -3.8% | +1.3% | -1.2% |
| 3M | +14.1% | +17.9% | -3.7% | +6.5% |
| 6M | +25.1% | +26.1% | -1.0% | +13.1% |
| YTD | +12.1% | +6.7% | +5.4% | +7.7% |
| 1Y | +18.8% | -10.7% | +29.6% | +21.9% |
| 3Y | +163.4% | +7.0% | +156.4% | +149.4% |
| 5Y | +156.5% | +22.6% | +133.9% | +128.3% |
| 10Y | +595.1% | +166.5% | +428.6% | +365.8% |
| All | +11,110.4% | +35,385.9% | -24,275.5% | +3,045.5% |
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 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