+1,381.0%
NET vs PAYX
+82.0%
+1,299.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.1% |
| 7D | -16.4% | +9.7% | -26.1% | -21.2% |
| 30D | -25.8% | +20.2% | -46.0% | -34.4% |
| 3M | -11.5% | +1.1% | -12.6% | -13.4% |
| 6M | +18.9% | +32.7% | -13.8% | -3.0% |
| YTD | +35.2% | +10.5% | +24.7% | +23.5% |
| 1Y | +14.5% | +8.7% | +5.7% | +5.3% |
| 3Y | +313.8% | +20.2% | +293.6% | +240.7% |
| 5Y | +32.6% | +12.6% | +20.0% | +19.0% |
| All | +1,381.0% | +82.0% | +1,299.0% | +1,024.9% |
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