+5,237.2%
O vs PAYX
+7,548.6%
-2,311.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -3.5% | -7.9% | +4.4% | -1.4% |
| 30D | -3.3% | -5.0% | +1.7% | -2.1% |
| 3M | -2.8% | +15.1% | -18.0% | -6.7% |
| 6M | -5.8% | +23.9% | -29.7% | -11.7% |
| YTD | +9.4% | +6.2% | +3.2% | +6.5% |
| 1Y | +5.7% | -9.6% | +15.3% | +7.4% |
| 3Y | +27.2% | +5.8% | +21.4% | +22.7% |
| 5Y | +17.2% | +22.0% | -4.8% | +8.0% |
| 10Y | +53.9% | +165.1% | -111.2% | +16.3% |
| All | +5,237.2% | +7,548.6% | -2,311.4% | +3,022.1% |
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