-81.2%
PATH vs PAYX
+42.9%
-124.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +1.7% |
| 7D | -5.3% | +4.4% | -9.7% | -9.0% |
| 30D | -0.5% | +16.4% | -17.0% | -13.9% |
| 3M | -7.1% | -1.6% | -5.6% | -6.0% |
| 6M | +23.8% | +32.4% | -8.6% | -3.1% |
| YTD | -20.7% | +9.0% | -29.7% | -26.7% |
| 1Y | -8.1% | +9.4% | -17.5% | -15.6% |
| 3Y | -21.8% | +17.5% | -39.3% | -38.3% |
| 5Y | -76.8% | +10.2% | -87.1% | -80.1% |
| All | -81.2% | +42.9% | -124.0% | -85.4% |
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