+80.9%
ORCL vs PAYX
+21.7%
+59.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -5.4% | -4.9% | -0.5% | -3.7% |
| 30D | -2.0% | -3.8% | +1.8% | -0.7% |
| 3M | -18.1% | +17.9% | -36.0% | -24.3% |
| 6M | -7.2% | +26.1% | -33.3% | -16.7% |
| YTD | -22.2% | +6.7% | -28.9% | -25.5% |
| 1Y | -50.6% | -10.7% | -39.9% | -49.3% |
| 3Y | +22.9% | +7.0% | +15.9% | +13.8% |
| All | +80.9% | +21.7% | +59.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling