+34,147.2%
LOW vs PAYX
+35,385.9%
-1,238.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.7% | -4.9% | +1.1% | -2.3% |
| 30D | -8.9% | -3.8% | -5.1% | -7.9% |
| 3M | -10.4% | +17.9% | -28.3% | -15.0% |
| 6M | -19.4% | +26.1% | -45.5% | -25.5% |
| YTD | -17.1% | +6.7% | -23.9% | -19.7% |
| 1Y | -26.3% | -10.7% | -15.5% | -24.5% |
| 3Y | -9.9% | +7.0% | -16.9% | -13.5% |
| 5Y | +6.1% | +22.6% | -16.5% | -2.3% |
| 10Y | +230.8% | +166.5% | +64.3% | +144.2% |
| All | +34,147.2% | +35,385.9% | -1,238.7% | +12,097.8% |
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